| Extensible grids: uniform sampling on a space filling curve Z He, AB Owen Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2015 | 45 | 2015 |
| On the convergence rate of randomized quasi--Monte Carlo for discontinuous functions Z He, X Wang SIAM Journal on Numerical Analysis 53 (5), 2488-2503, 2015 | 33 | 2015 |
| Efficient computation of option prices and Greeks by quasi-Monte Carlo method with smoothing and dimension reduction C Weng, X Wang, Z He SIAM Journal on Scientific Computing 39 (2), B298–B322, 2017 | 21 | 2017 |
| Good path generation methods in quasi-Monte Carlo for pricing financial derivatives Z He, X Wang SIAM Journal on Scientific Computing 36 (2), B171-B197, 2014 | 19 | 2014 |
| On the error rate of importance sampling with randomized quasi-Monte Carlo Z He, Z Zheng, X Wang SIAM Journal on Numerical Analysis 61 (2), 515-538, 2023 | 17 | 2023 |
| Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve C Schretter, Z He, M Gerber, N Chopin, H Niederreiter Monte Carlo and Quasi-Monte Carlo Methods 2014, 2015 | 14 | 2015 |
| Efficient importance sampling in quasi-Monte Carlo methods for computational finance C Zhang, X Wang, Z He SIAM Journal on Scientific Computing 43 (1), B1-B29, 2021 | 13 | 2021 |
| On the error rate of conditional quasi-Monte Carlo for discontinuous functions Z He SIAM Journal on Numerical Analysis 57 (2), 854-874, 2019 | 13 | 2019 |
| An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options F Xie, Z He, X Wang European Journal of Operational Research 274 (2), 759-772, 2019 | 11 | 2019 |
| Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall Z He, X Wang Mathematics of Computation 90 (327), 303-319, 2021 | 10* | 2021 |
| Quasi-Monte Carlo for discontinuous integrands with singularities along the boundary of the unit cube Z He Mathematics of Computation 87 (314), 2857-2870, 2018 | 9 | 2018 |
| Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo Z He European Journal of Operational Research 298 (1), 229-242, 2022 | 8 | 2022 |
| Asymptotic normality of extensible grid sampling Z He, L Zhu Statistics and Computing 29 (1), 53-65, 2019 | 7 | 2019 |
| Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation Z Xu, Z He, X Wang arXiv preprint arXiv:2011.11898, 2020 | 5* | 2020 |
| Quasi-Monte Carlo for unbounded integrands with importance sampling D Ouyang, X Wang, Z He arXiv preprint arXiv:2310.00650, 2023 | 4 | 2023 |
| Unbiased MLMC-based variational Bayes for likelihood-free inference Z He, Z Xu, X Wang SIAM Journal on Scientific Computing 44 (4), 2022 | 4 | 2022 |
| An integrated quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering Z He, X Wang Computational Economics, 2020 | 4* | 2020 |
| An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures C Weng, X Wang, Z He European Journal of Operational Research 254 (1), 304-311, 2016 | 3 | 2016 |
| An adaptive mixture-population Monte Carlo method for likelihood-free inference Z He, S Huo, T Yang arXiv preprint arXiv:2112.00420, 2021 | 2 | 2021 |
| QMC sampling from empirical datasets F Xie, MB Giles, Z He Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July …, 2020 | 1 | 2020 |
Art OwenProfessor of Statistics, Stanford University在 stanford.edu 的电子邮件经过验证
