Lars O. Dahl

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All published works

Action	Title	Year	Authors
+	QUASI MONTE–CARLO EVALUATION OF SENSITIVITIES OF OPTIONS IN COMMODITY AND ENERGY MARKETS	2003	Fred Espen Benth Lars O. Dahl Kenneth H. Karlsen
+ PDF Chat	AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART II	2003	Lars O. Dahl
+ PDF Chat	AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I	2003	Lars O. Dahl
+	Fast Evaluation of the Asian Basket Option by Singular Value Decomposition	2002	Lars O. Dahl Fred Espen Benth
+	ON DERIVATIVES OF CLAIMS IN COMMODITY AND ENERGY MARKETS USING A MALLIAVIN APPROACH	2002	Fred Espen Benth Lars O. Dahl Kenneth H. Karlsen
+	Valuation of European Call Options on Multiple Underlying Assets by Using a Quasi-Monte Carlo Method : A Case with Baskets from Oslo Stock Exchange	2000	Lars O. Dahl

Common Coauthors

Coauthor	Papers Together
Fred Espen Benth	3
Kenneth H. Karlsen	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Computational investigations of low-discrepancy sequences	1997	L. Kocis W. J. Whiten	6
+ PDF Chat	Recursive Stratified Sampling for Multidimensional Monte Carlo Integration	1990	William H. Press Glennys R. Farrar	4
+	Latin supercube sampling for very high-dimensional simulations	1998	Art B. Owen	4
+ PDF Chat	An adaptive algorithm for the approximate calculation of multiple integrals	1991	Jarle Berntsen Terje O. Espelid Alan Genz	4
+	Fast Evaluation of the Asian Basket Option by Singular Value Decomposition	2002	Lars O. Dahl Fred Espen Benth	2
+	The full Monte	2002	J. V. Noble	2
+	The approximation of low-dimensional integrals: available tools and trends	1997	Ronald Cools	2
+	An adaptive numerical cubature algorithm for simplices	2003	Alan Genz Ronald Cools	2
+	Error reduction techniques in quasi-monte carlo integration	1999	Giray Ökten	2
+	Monte Carlo extension of quasi-Monte Carlo	1998	Art B. Owen	2
+	The Algebraic-Geometry Approach to Low-Discrepancy Sequences	1998	Harald Niederreiter Chaoping Xing	2
+ PDF Chat	AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART II	2003	Lars O. Dahl	2
+	Accelerated simulation for pricing Asian options	1998	Felisa J. Vázquez-Abad Daniel Dufresne	1
+	ON DERIVATIVES OF CLAIMS IN COMMODITY AND ENERGY MARKETS USING A MALLIAVIN APPROACH	2002	Fred Espen Benth Lars O. Dahl Kenneth H. Karlsen	1
+ PDF Chat	Quasi-Monte Carlo methods and pseudo-random numbers	1978	Harald Niederreiter	1
+	Stochastic Differential Equations	1998	Bernt Øksendal	1
+ PDF Chat	AN ADAPTIVE METHOD FOR EVALUATING MULTIDIMENSIONAL CONTINGENT CLAIMS: PART I	2003	Lars O. Dahl	1
+ PDF Chat	The Malliavin Calculus and Related Topics	1995	David Nualart	1
+	Numerical Methods for Ordinary Differential Equations	2016	J. C. Butcher	1
+	Valuation of European Call Options on Multiple Underlying Assets by Using a Quasi-Monte Carlo Method : A Case with Baskets from Oslo Stock Exchange	2000	Lars O. Dahl	1
+	Uniform distribution of sequences	1974	L. Kuipers Harald Niederreiter	1
+	New methodologies for valuing derivatives	1996	Spassimir H. Paskov	1
+	Safe and Effective Importance Sampling	2000	Art B. Owen Yi Zhou	1
+	Point sets and sequences with small discrepancy	1987	Harald Niederreiter	1
+	On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals	1960	John H. Halton	1
+	A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing	1998	Peter A. Acworth Mark Broadie Paul Glasserman	1
+	Random Number Generation and Quasi-Monte Carlo Methods.	1993	Bruce Jay Collings Harald Niederreiter	1
+	An economic method of computing LPτ-sequences	1979	I.A. Antonov V.M. Saleev	1
+	On the distribution of points in a cube and the approximate evaluation of integrals	1967	I. M. Sobol	1
+ PDF Chat	Quasi-Random Sequences and Their Discrepancies	1994	William J. Morokoff Russel E. Caflisch	1
+	Gaussian importance sampling and stratification: computational issues	1998	Paul Glasserman Philip Heidelberger Perwez Shahabuddin	1