Michael Samet

According to our database1, Michael Samet authored at least 2 papers between 2022 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2024
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options.
CoRR, 2024

2022
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.
CoRR, 2022


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