Publications

A. Papageorgiou and J.F. Traub, Beating Monte Carlo, Risk, June, 1996, 63-65. Also appeared in Monte Carlo Methodologies and Applications for Pricing and Risk Management, Bruno Dupire ed., Risk Books, 1998, 327-330. A version of this paper was presented on April 15, 1996 at Mathematical Problems in Finance organized by the Institute for Advanced Study, Princeton, New Jersey, and is available online.

A. Papageorgiou and J.F. Traub, Faster Evaluation of Multidimensional Integrals, Computers in Physics, Nov/Dec, 1997, 574-578, [.ps].

A. Papageorgiou and S. Paskov, Deterministic Simulation for Risk Management, Journal of Portfolio Management, 25th anniversary issue, May, 1999, 122-127, [.ps] [.pdf].

A. Papageorgiou, Fast Convergence of Quasi-Monte Carlo for a Class of Isotropic Integrals, Mathematics of Computation, 70, 2001, 297-306, [.ps].

A. Papageorgiou, The Brownian Bridge does not Offer a Consistent Advantage in Quasi-Monte Carlo Integration, Journal of Complexity, 18:1, 2002, 171-186.

A. Papageorgiou, Sufficient Conditions for Fast Quasi-Monte Carlo Convergence, Journal of Complexity, 19:3, 2003, 332-351.

P. Jaksch and A. Papageorgiou, Eigenvector Approximation Leading to Exponential Speedup of Quantum Eigenvalue Calculation, Phys. Rev. Lett., 91, 257902, 2003. LANL quant-ph/0308016.

A. Papageorgiou, Average case quantum lower bounds for computing the boolean mean, J. Complexity, 20:5, 2004, 713-731. LANL quant-ph/0311/007.

A. Papageorgiou and H. Wozniakowski, Classical and Quantum Complexity of the Sturm-Liouville Eigenvalue Problem, Quantum Information Processing, 4:2, 2005, 87-127. LANL quant-ph/0502054.

A. Papageorgiou and J. F. Traub, Qubit Complexity of Continuous Problems, 2005. LANL quant-ph/ 0512082.

S. Tezuka and A. Papageorgiou, Exact Cubature for a Class of Functions of Maximum Effective Dimension, J. Complexity, 22:5, 2006, 652-659.

A. Papageorgiou and H. Wozniakowski, The Sturm-Liouville Eigenvalue Problem and NP-Complete Problems in the Quantum Setting with Queries, Quantum Information Processing, 6:2, 2007, 101-120. LANL quant-ph/0504194.

A. Papageorgiou, On the complexity of the multivariate Sturm-Liouville eigenvalue problem, J. Complexity, 23:4-6, 2007, 802-827.

 

Other papers on FinDer:

S. Paskov, New Methodologies for Valuing Derivatives, in "Mathematics of Derivative Securities" edited by S. Pliska and M. Dempster, Isaac Newton Institute, Cambridge, Cambridge University Press, UK, 1997, 545-582.

 S. Paskov and J. Traub, Faster Valuation of Financial Derivatives, The Journal of Portfolio Management, Vol. 22, No. 1, Fall, 1995, 113-120.