Florian Puchhammer

According to our database, Florian Puchhammer authored at least 7 papers between 2018 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning.

Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah

INFORMS J. Comput., 2022

Likelihood Ratio Density Estimation for Simulation Models.

Florian Puchhammer, Pierre L'Ecuyer

Proceedings of the Winter Simulation Conference, 2022

2021

Density Estimation by Randomized Quasi-Monte Carlo.

Amal Ben Abdellah, Pierre L'Ecuyer, Art B. Owen, Florian Puchhammer

SIAM/ASA J. Uncertain. Quantification, 2021

2020

Density Estimation by Monte Carlo and Quasi-Monte Carlo.

Pierre L'Ecuyer, Florian Puchhammer

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2020

A Tool for Custom Construction of QMC and RQMC Point Sets.

Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2020

2019

Array-RQMC for Option Pricing Under Stochastic Volatility Models.

Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer

Proceedings of the 2019 Winter Simulation Conference, 2019

2018

On an explicit lower bound for the star discrepancy in three dimensions.

Florian Puchhammer

Math. Comput. Simul., 2018