A mixed Monte Carlo and quasi-Monte Carlo sequence for multidimensional integral estimation. Roşca, Alin V. — 2007 Acta Universitatis Apulensis. Mathematics - Informatics
Risk management using var simulation with applications to Bucharest stock exchange. Roşca, Alin V. — 2008 Acta Universitatis Apulensis. Mathematics - Informatics
On G -discrepancy and mixed Monte Carlo and quasi-Monte Carlo sequences. Gnewuch, Michael; Roşca, Alin V. — 2009 Acta Universitatis Apulensis. Mathematics - Informatics
Applications of simulation methods to barrier options driven by Lévy processes. Roşca, Alin V.; Roşca, Natalia C. — 2010 Acta Universitatis Apulensis. Mathematics - Informatics