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ORCIDMonte Carlo Methods and Applications, Volume 13
Volume 13, Number 1, April 2007
- Mao Lin Huang, Marco Pollanen, W. K. Yuen:
An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution. 1-20 - Saralees Nadarajah:
Comparison of Time-to-Event Data for Clinical Trials. 21-35 - Gilles Pagès
:
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity. 37-70 - Karl Sabelfeld, Alexander I. Levykin, Tatiana Privalova:
A Fast Stratified Sampling Simulation of Coagulation Processes. 71-88 - Ilya M. Sobol, Boris Shukhman:
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors. 89-97
Volume 13, Number 2, July 2007
- Shigeyoshi Ogawa, Koji Wakayama:
On a real-time scheme for the estimation of volatility. 99-116 - Christian Roth:
Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation. 117-133 - Benjamin Jourdain, Mohamed Karim Sbai:
Exact retrospective Monte Carlo computation of arithmetic average Asian options. 135-171
Volume 13, Number 3, August 2007
- Hossein Arsham:
Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations. 173-195 - Reiichiro Kawai:
Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation. 197-217 - Trifon I. Missov:
Integral Evaluation Using the Δ2-distribution. Simulation and Illustration. 219-225 - Vladimir Nekrutkin, M. Samakhova:
Admissible and Asymptotically Optimal Linear Congruential Generators. 227-244 - K. P. Vidya:
Pollard's rho attack on ECDLP and Threshold Schemes. 245-252
Volume 13, Number 4, November 2007
- Francesc Castro, Gustavo Patow, Mateu Sbert, John H. Halton:
Fast GPU-based reuse of paths in radiosity. 253-273 - Alexander D. Egorov:
Approximations for expectations of functionals of solutions to stochastic differential equations. 275-285 - Victor Malyutin:
On approximation of matrix valued functional integrals. 287-298 - Mihail Nedjalkov, Dragica Vasileska, Ivan Dimov, Goce L. Arsov:
Mixed initial-boundary value problem in particle modeling of microelectronic devices. 299-331
Volume 13, Numbers 5-6, January 2008
- Anatoly A. Gormin, Yuri N. Kashtanov:
The weighted variance minimization for options pricing. 333-351 - Wilfried Grecksch, Christian Roth:
A quasilinear stochastic partial differential equation driven by fractional white noise. 353-367 - Christian Lécot, Ali Tarhini:
A quasi-stochastic simulation of the general dynamics equation for aerosols. 369-388 - Saralees Nadarajah:
Skewed distributions generated by the Student's t kernel. 389-404 - Karl Sabelfeld:
Expansion of random boundary excitations for elliptic PDEs. 405-453 - Ilya M. Sobol, E. E. Myshetskaya:
Monte Carlo estimators for small sensitivity indices. 455-465 - Anton Voytishek, Alexandr Myasnikov, Leonid Saneev:
A use of algorithms for numerical modeling of order statistics. 467-483
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