Maxime Dion

According to our database, Maxime Dion authored at least 2 papers between 2008 and 2010.

Collaborative distances:

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

2010

American option pricing with randomized quasi-Monte Carlo simulations.

Maxime Dion, Pierre L'Ecuyer

Proceedings of the 2010 Winter Simulation Conference, 2010

2008

Simulation of a Lévy process by PCA sampling to reduce the effective dimension.

Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008