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The elasticity of a random variable as a tool for measuring and assessing risks
Veres-Ferrer, Ernesto-Jesús, (2022)
Conditional expectations given the sum of independent random variables with regularly varying densities
Denuit, Michel, (2025)
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hanbali, Hamza, (2022)
Quasi-Monte Carlo methods with applications in finance
L'Ecuyer, Pierre, (2009)
Random number generation
L'Ecuyer, Pierre, (2004)
A unified view of the IPA, SF, and LR gradient estimation techniques
L'Ecuyer, Pierre, (1990)