default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDMonte Carlo Methods and Applications, Volume 11
Volume 11, Number 1, March 2005
- Abdelali Gabih, Wilfried Grecksch:
An ε-Optimal Portfolio with Stochastic Volatility. 1-14 - Dmitry Kolyukhin, Karl Sabelfeld:
Stochastic flow simulation in 3D porous media. 15-37 - Yaohang Li, Michael Mascagni:
Grid-based Quasi-Monte Carlo Applications. 39-55 - Huyên Pham, Wolfgang J. Runggaldier, Afef Sellami:
Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. 57-81 - Ilya M. Sobol, Sergei S. Kucherenko
:
On global sensitivity analysis of quasi-Monte Carlo algorithms. 83-92
Volume 11, Number 2, June 2005
- Vlad Bally, Lucia Caramellino, Antonino Zanette:
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. 97-133 - V. Gerlovina, Vladimir Nekrutkin:
Asymptotical behavior of linear congruential generators. 135-162 - Makoto Mori:
Construction of three-dimensional low discrepancy sequences. 163-174 - Clive G. Wells, Markus Kraft:
Direct Simulation and Mass Flow Stochastic Algorithms to Solve a Sintering-Coagulation Equation. 175-197
Volume 11, Number 3, September 2005
- John H. Halton:
Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically. 203-350
Volume 11, Number 4, December 2005
- Aurélien Alfonsi:
On the discretization schemes for the CIR (and Bessel squared) processes. 355-384 - Nicolas Bouleau:
Dirichlet Forms in Simulation. 385-395 - E. G. Kablukova:
Investigation of methods of numerical integration with optimal convergence speed. 397-406 - Gilles Pagès, Jacques Printems:
Functional quantization for numerics with an application to option pricing. 407-446 - Mikhail Yu. Plotnikov, Elena V. Shkarupa:
The discrete-stochastic approaches to solving the linearized Boltzmann equation. 447-462
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
last updated on 2024-11-25 22:44 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
