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Publication search results
found 24 matches
- 2008
- Anatoly A. Gormin, Yuri N. Kashtanov:
The weighted variance minimization for options pricing. Monte Carlo Methods Appl. 13(5-6): 333-351 (2008) - Wilfried Grecksch, Christian Roth:
A quasilinear stochastic partial differential equation driven by fractional white noise. Monte Carlo Methods Appl. 13(5-6): 353-367 (2008) - Christian Lécot, Ali Tarhini:
A quasi-stochastic simulation of the general dynamics equation for aerosols. Monte Carlo Methods Appl. 13(5-6): 369-388 (2008) - Saralees Nadarajah:
Skewed distributions generated by the Student's t kernel. Monte Carlo Methods Appl. 13(5-6): 389-404 (2008) - Karl Sabelfeld:
Expansion of random boundary excitations for elliptic PDEs. Monte Carlo Methods Appl. 13(5-6): 405-453 (2008) - Ilya M. Sobol, E. E. Myshetskaya:
Monte Carlo estimators for small sensitivity indices. Monte Carlo Methods Appl. 13(5-6): 455-465 (2008) - Anton V. Voytishek, Alexandr Myasnikov, Leonid Saneev:
A use of algorithms for numerical modeling of order statistics. Monte Carlo Methods Appl. 13(5-6): 467-483 (2008) - 2007
- Hossein Arsham:
Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations. Monte Carlo Methods Appl. 13(3): 173-195 (2007) - Francesc Castro, Gustavo Patow, Mateu Sbert, John H. Halton:
Fast GPU-based reuse of paths in radiosity. Monte Carlo Methods Appl. 13(4): 253-273 (2007) - Alexander D. Egorov:
Approximations for expectations of functionals of solutions to stochastic differential equations. Monte Carlo Methods Appl. 13(4): 275-285 (2007) - Mao Lin Huang, Marco Pollanen, W. K. Yuen:
An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution. Monte Carlo Methods Appl. 13(1): 1-20 (2007) - Benjamin Jourdain, Mohamed Karim Sbai:
Exact retrospective Monte Carlo computation of arithmetic average Asian options. Monte Carlo Methods Appl. 13(2): 135-171 (2007) - Reiichiro Kawai:
Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic Approximation. Monte Carlo Methods Appl. 13(3): 197-217 (2007) - Victor Malyutin:
On approximation of matrix valued functional integrals. Monte Carlo Methods Appl. 13(4): 287-298 (2007) - Trifon I. Missov:
Integral Evaluation Using the Δ2-distribution. Simulation and Illustration. Monte Carlo Methods Appl. 13(3): 219-225 (2007) - Saralees Nadarajah:
Comparison of Time-to-Event Data for Clinical Trials. Monte Carlo Methods Appl. 13(1): 21-35 (2007) - Mihail Nedjalkov, Dragica Vasileska, Ivan Dimov, Goce L. Arsov:
Mixed initial-boundary value problem in particle modeling of microelectronic devices. Monte Carlo Methods Appl. 13(4): 299-331 (2007) - Vladimir Nekrutkin, M. Samakhova:
Admissible and Asymptotically Optimal Linear Congruential Generators. Monte Carlo Methods Appl. 13(3): 227-244 (2007) - Shigeyoshi Ogawa, Koji Wakayama:
On a real-time scheme for the estimation of volatility. Monte Carlo Methods Appl. 13(2): 99-116 (2007) - Gilles Pagès:
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity. Monte Carlo Methods Appl. 13(1): 37-70 (2007) - Christian Roth:
Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation. Monte Carlo Methods Appl. 13(2): 117-133 (2007) - Karl Sabelfeld, Alexander I. Levykin, Tatiana Privalova:
A Fast Stratified Sampling Simulation of Coagulation Processes. Monte Carlo Methods Appl. 13(1): 71-88 (2007) - Ilya M. Sobol, Boris Shukhman:
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random Errors. Monte Carlo Methods Appl. 13(1): 89-97 (2007) - K. P. Vidya:
Pollard's rho attack on ECDLP and Threshold Schemes. Monte Carlo Methods Appl. 13(3): 245-252 (2007)
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