Stable calculations for unstable particles: restoring gauge invariance von Argyres, Ernestos N., Beenakker, Wim, van Oldenborgh, Geert Jan, Denner, Ansgar, Dittmaier, Stefan, Hoogland, Jiri, Kleiss, Ronald, Papadopoulos, Costas G., Passarino, Giampiero

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Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits von Hoogland, Jiri, Kleiss, Ronald

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Light fermion mass effects in e+e−1 → 4 fermions von Hoogland, Jiri, van Oldenborgh, Geert Jan

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Discrepancy-based error estimates for Quasi-Monte Carlo I. General formalism von Hoogland, Jiri K., Kleiss, Ronald

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Discrepancy-based error estimates for Quasi-Monte Carlo II. Results in one dimension von Hoogland, Jiri K., Kleiss, Ronald

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Gaussian limits for discrepancies I. Asymptotic results von van Hameren, André, Kleiss, Ronald, Hoogland, Jiri

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Definitions and upper bounds for unstable boson masses von Beenakker, Wim, van Oldenborgh, Geert Jan, Hoogland, Jiri, Kleiss, Ronald

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Generation of pseudo-random variates with fixed sum and product von Hoogland, Jiri, Kleiss, Ronald

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The fermion-loop scheme for finite-width effects in e+et- annihilation into four fermions von Beenakker, Wim, Van Oldenborgh, Geert Jan, Denner, Ansgar, Dittmaier, Stefan, Hoogland, Jiri, Kleiss, Ronald, Papadopoulos, Costas G., Passarino, Giampiero

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Tradable Schemes von Hoogland, Jiri, Neumann, Dimitri

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Asians and cash dividends: Exploiting symmetries in pricing theory von Hoogland, Jiri, Neumann, Dimitri

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Scaling invariance in finance II: Path-dependent contingent claims von Hoogland, Jiri, Neumann, Dimitri

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Measuring Correlation Risk for Energy Derivatives von Galeeva, Roza, Hoogland, Jiri, Eydeland, Alexander, Stanley, CMG Morgan

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Scale-invariance and contingent claim pricing von Hoogland, Jiri, Neumann, Dimitri

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Discrepancy-based error estimates for Quasi-Monte Carlo. III: Error distributions and central limits von Hoogland, Jiri, Kleiss, Ronald

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Tradable Schemes von Hoogland, Jiri, Neumann, Dimitri

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Discrepancy-based error estimates for Quasi-Monte Carlo. II: Results in one dimension von Hoogland, Jiri, Kleiss, Ronald

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Asians and cash dividends: Exploiting symmetries in pricing theory von Hoogland, Jiri, Neumann, Dimitri

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Discrepancy-based error estimates for Quasi-Monte Carlo. I: General formalism von Hoogland, Jiri, Kleiss, Ronald

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Scaling invariance in finance II: Path-dependent contingent claims von Hoogland, Jiri, Neumann, Dimitri

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