Concepedia

Christiane Lemieux

CL

36

Publications

1.3K

Citations

20

H-Index

1980

Active since

Affiliations

University of Waterloo(Current)

Université de Montréal

University of Calgary

Département d'Informatique

Institut de Mathématiques de Marseille

Christiane Lemieux is an author at University of Waterloo specializing in engineering, statistics, and finance.

Top concepts

EngineeringStatisticsFinanceComputer ScienceBusinessAsset PricingMathematical ProgrammingProbabilityOption PricingStatistical Inference

Publications per year

1980–2021

36

Publications

36

Variance Reduction via Lattice Rules

Pierre L’Ecuyer, Christiane Lemieux · Management Science · 2000 · 167 citations

Mathematical Programming, Simulation Methodology, Engineering +15

Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature

Fred J. Hickernell, Hee Sun Hong, Pierre L’Ecuyer et al. · SIAM Journal on Scientific Computing · 2000 · 125 citations

Numerical Analysis, Mathematical Programming, Engineering +13

Control Variates for Quasi-Monte Carlo

Fred J. Hickernell, Christiane Lemieux, Art B. Owen · Statistical Science · 2005 · 75 citations · Full text

Qmc Methods, Asset Pricing, Engineering +14

OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER

Jun Cai, Christiane Lemieux, Fangda Liu · Astin Bulletin · 2015 · 75 citations

Mathematical Programming, Engineering, Health Insurance Design +19

Quasi-Monte Carlo simulation of the light environment of plants

Mikolaj Cieslak, Christiane Lemieux, Jim Hanan et al. · Functional Plant Biology · 2008 · 73 citations

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