Derivatives and credit risk: enhanced quasi-monte carlo methods with dimension reduction. - Junichi Imai; Ken Seng Tan (WSC, 2002)

An improved simulation method for pricing high-dimensional American derivatives. - Phelim P. Boyle; Adam W. Kolkiewicz; Ken Seng Tan (Math. Comput. Simul., 2003)

A Parallel Quasi-Monte Carlo Approach to Pricing American Options. - Justin W. L. Wan; Kevin Lai; Adam W. Kolkiewicz; Ken Seng Tan (HPCS, 2004)

A parallel quasi-Monte Carlo approach to pricing multidimensional American options. - Justin W. L. Wan; Kevin Lai; Adam W. Kolkiewicz; Ken Seng Tan (Int. J. High Perform. Comput. Netw., 2006)

Optimal Investment with Noise Trading Risk. - Yunhui Xu; Zhongfei Li; Ken Seng Tan (J. Syst. Sci. Complex., 2008)

An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic L[e-acute]vy Process. - Junichi Imai; Ken Seng Tan (SIAM J. Sci. Comput., 2009)

How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? - Xiaoqun Wang; Ken Seng Tan (J. Complex., 2012)

Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction. - Xiaoqun Wang; Ken Seng Tan (Manag. Sci., 2013)

Pricing Derivative Securities Using Integrated Quasi-Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment. - Junichi Imai; Ken Seng Tan (SIAM J. Sci. Comput., 2014)

Optimal VaR-based risk management with reinsurance. - Jianfa Cong; Ken Seng Tan (Ann. Oper. Res., 2016)

Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle. - Ken Seng Tan; Pengyu Wei; Wei Wei 057; Sheng Chao Zhuang (Eur. J. Oper. Res., 2020)

Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency. - Ken Seng Tan; Wei Wei 057; Xun Yu Zhou (SIAM J. Control. Optim., 2021)

Optimal dynamic longevity hedge with basis risk. - Ken Seng Tan; Chengguo Weng; Jinggong Zhang (Eur. J. Oper. Res., 2022)

Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. - Hengxin Cui; Ken Seng Tan; Fan Yang (Ann. Oper. Res., 2024)

Dimension reduction for Quasi-Monte Carlo methods via quadratic regression. - Junichi Imai; Ken Seng Tan (Math. Comput. Simul., 2025)