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1. Deep Reinforcement Learning;Neural Networks and Deep Learning;2023
2. Quasi-Monte Carlo simulation for American option sensitivities;Journal of Computational and Applied Mathematics;2022-10
3. Density Estimation by Monte Carlo and Quasi-Monte Carlo;Springer Proceedings in Mathematics & Statistics;2022
4. Deep Reinforcement Learning;Neural Networks and Deep Learning;2018
5. Conditional Monte Carlo: A Change-of-Variables Approach;SSRN Electronic Journal;2016