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Monte Carlo Methods and Applications, Volume 30
Volume 30, Number 1, 2024
- Frontmatter. i-iv
- Nikolaos Halidias:
Option pricing: Examples and open problems. 1-17 - Alex Rodrigo dos S. Sousa:
A wavelet-based method in aggregated functional data analysis. 19-30 - Faiz Bahaj, Kamal Hiderah:
Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. 31-41 - Getut Pramesti, Ristu Saptono:
On the estimation of periodic signals in the diffusion process using a high-frequency scheme. 43-53 - Emmanuel Coffie:
Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition. 55-72 - Irina A. Shalimova, Karl Sabelfeld:
Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations. 73-80 - Yasmina Djabali, Sedda Hakmi, Nabil Zougab, Djamil Aïssani:
Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system. 81-92
Volume 30, Number 2, 2024
- Hafssa Kroumbi, Abdelaziz Nasroallah:
Likelihood and decoding problems for mixed space hidden Markov model. 93-105 - Vladimir V. Uchaikin, Elena Kozhemiakina:
A weight Monte Carlo estimation of fluctuations in branching processes. 107-129 - Viktor Bryzgalov, Nurlibay Shlimbetov, Anton V. Voytishek:
Choice of a constant in the expression for the error of the Monte Carlo method. 131-136 - Zakaria Alizadeh Ghajari, Karim Zare, Soheil Shokri:
Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling. 137-148 - Ajay Jasra, Mohamed Maama, Hernando Ombao:
An improved unbiased particle filter. 149-162 - François Clément, Nathan Kirk, Florian Pausinger:
Partitions for stratified sampling. 163-181 - Kossi Gnameho, Mitja Stadje, Antoon Pelsser:
A gradient method for high-dimensional BSDEs. 183-203 - Hoa Pham, Huong T. T. Pham, Kai Siong Yow:
On bias reduction in parametric estimation in stage structured development models. 205-216
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