Faster Valuation of Financial Derivatives , Journal of Portfolio Management, Vol. 22:1, Fall, 1995, 113-120 (with S.Paskov).
Beating Monte Carlo, Risk, June 1996, 63-65 (with A. Papageorgiou). A version of this paper, New Results on Deterministic Pricing of Financial Derivatives, 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 related paper by Spassimir Paskov New Methodologies for Valuing Derivatives, is published as a chapter in Mathematics of Derivative Securities edited by S. Pliska and M. Dempster, Isaac Newton Institute, Cambridge University Press, Cambridge, UK, 1997, 545-582, and is also available online.
Faster Evaluation of Multidimensional Integrals, Computers in Physics, November, 1997, 574-578 (with A. Papageorgiou).
There has been much interest in a theoretical explanation of why QMC is superior to MC for finance computations. A posible explanation is that QMC algorithms automatically take advantage of the non-isotropic nature of finance problems. This is made precise in When are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals, by I. Sloan and H. Wozniakowski, Journal of Complexity, March, 1998, 1-33.