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Publication search results
found 15 matches
- 2013
- Hongmei Chi:
Generation of parallel modified Kronecker sequences. Monte Carlo Methods Appl. 19(4): 261-271 (2013) - Pierre Etoré, Miguel Martinez:
Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process. Monte Carlo Methods Appl. 19(1): 41-71 (2013) - Lexuri Fernández, Peter Hieber
, Matthias Scherer:
Double-barrier first-passage times of jump-diffusion processes. Monte Carlo Methods Appl. 19(2): 107-141 (2013) - Richard V. Field Jr.
, Mircea Grigoriu, Clark R. Dohrmann:
An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem. Monte Carlo Methods Appl. 19(2): 143-169 (2013) - Junichi Imai:
Comparison of random number generators via Fourier transform. Monte Carlo Methods Appl. 19(3): 237-259 (2013) - Yury Kozachenko
, Oleksandr Kurchenko, Olga Synyavska
:
Levy-Baxter theorems for one class of non-Gaussian random fields. Monte Carlo Methods Appl. 19(3): 171-182 (2013) - Céline Labart, Jérôme Lelong:
A parallel algorithm for solving BSDEs. Monte Carlo Methods Appl. 19(1): 11-39 (2013) - Annika Lang
, Jürgen Potthoff:
Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17(2011), 195-214]. Monte Carlo Methods Appl. 19(1): 73-75 (2013) - Sylvain Maire, Etienne Tanré
:
Monte Carlo approximations of the Neumann problem. Monte Carlo Methods Appl. 19(3): 201-236 (2013) - Michael Mascagni, Lin-Yee Hin
:
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model. Monte Carlo Methods Appl. 19(2): 77-105 (2013) - Davoud Rostamy
, Mohammad Jabbari, Mahshid Gadirian:
Worst case error for integro-differential equations by a lattice-Nyström method. Monte Carlo Methods Appl. 19(4): 281-330 (2013) - Colas Schretter
, Harald Niederreiter:
A direct inversion method for non-uniform quasi-random point sequences. Monte Carlo Methods Appl. 19(1): 1-9 (2013) - Xuewei Yang:
A new numerical scheme for a class of reflected stochastic differential equations. Monte Carlo Methods Appl. 19(4): 273-279 (2013) - Anatoly Zherelo:
On convergence of the method based on approximately exact formulas for functional polynomials for calculation of expectations of functionals to solutions of stochastic differential equations. Monte Carlo Methods Appl. 19(3): 183-199 (2013) - Tarik Ben Zineb, Emmanuel Gobet:
Preliminary control variates to improve empirical regression methods. Monte Carlo Methods Appl. 19(4): 331-354 (2013)
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