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ORCIDMonte Carlo Methods and Applications, Volume 18
Volume 18, Number 1, March 2012
- Sophie Laruelle, Gilles Pagès
:
Stochastic approximation with averaging innovation applied to Finance. 1-51 - Jan Hanousek, Evzen Kocenda, Jan Novotný:
The identification of price jumps. 53-77 - Julia Greslehner, Friedrich Pillichshammer:
Discrepancy of higher rank polynomial lattice point sets. 79-108
Volume 18, Number 2, June 2012
- Amer Ibrahim Al-Omari, Amjad D. Al-Nasser:
On the population median estimation using robust extreme ranked set sampling. 109-118 - Claude Le Bris, Tony Lelièvre, Mitchell Luskin, Danny Perez:
A mathematical formalization of the parallel replica dynamics. 119-146 - Sylvain Maire, Cyril Prissette:
A restarted estimation of distribution algorithm for solving sudoku puzzles. 147-160 - Michael Mascagni, Lin-Yee Hin:
Parallel random number generators in Monte Carlo derivative pricing: An application-based test. 161-179 - Christoph Aistleitner, Markus Hofer:
Probabilistic error bounds for the discrepancy of mixed sequences. 181-200
Volume 18, Number 3, September 2012
- Juarez S. Azevedo:
Quasi Monte Carlo methods applied to equations in transient regime on the Theis equation. 201-216 - Karl Sabelfeld, Nadezhda Mozartova:
Stochastic boundary collocation and spectral methods for solving PDEs. 217-263 - Kausik Chatterjee, Akshay Anantapadmanabhan:
A Green's function Monte Carlo algorithm for the Helmholtz equation subject to Neumann and mixed boundary conditions: Validation with an 1D benchmark problem. 265-273
Volume 18, Number 4, December 2012
- Reza Habibi:
A note on Newton's method for system of stochastic differential equations. 275-285 - Noufel Frikha, Abass Sagna:
Quantization based recursive importance sampling. 287-326 - Makoto Mori, Masaki Mori:
Dynamical system generated by algebraic method and low discrepancy sequences. 327-351 - Klaus Pötzelberger:
Improving the Monte Carlo estimation of boundary crossing probabilities by control variables. 353-377
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