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ORCIDMonte Carlo Methods and Applications, Volume 12
Volume 12, Number 1, March 2006
- Josef Dick, Peter Kritzer
:
A best possible upper bound on the star discrepancy of (t, m, 2)-nets. 1-17 - Sebastian Mosbach, Markus Kraft:
Explicit stochastic ODE solution methods applied to high-temperature combustion. 19-45 - Art B. Owen:
On the Warnock-Halton quasi-standard error. 47-54 - Karl K. Sabelfeld, Irina A. Shalimova, Alexander I. Levykin:
Random Walk on Fixed Spheres for Laplace and Lamé equations. 55-93
Volume 12, Number 2, April 2006
- Josef Dick:
A Taylor space for multivariate integration. 99-112 - John H. Halton:
Sequential Monte Carlo Techniques for Solving Non-Linear Systems. 113-141 - Christian Kahl, Henri Schurz:
Balanced Milstein Methods for Ordinary SDEs. 143-170 - Reiichiro Kawai:
An importance sampling method based on the density transformation of Lévy processes. 171-186
Volume 12, Number 3, October 2006
- Nicola Bruti Liberati, Christina Nikitopoulos-Sklibosios, Eckhard Platen:
First Order Strong Approximations of Jump Diffusions. 191-209 - Orazgeldy Kurbanmuradov, Karl Sabelfeld:
Exponential bounds for the probability deviations of sums of random fields. 211-229 - Gunther Leobacher:
Stratified sampling and quasi-Monte Carlo simulation of Lévy processes. 231-238 - Ting Hsiang Lin:
A comparison of model selection indices for nested latent class models. 239-259 - Siti Nurleena Abu Mansor, Adam Baharum, Anton Abdulbasah Kamil:
Portfolio Resampling in Malaysian Equity Market. 261-269 - Felipe Jorge Rodríguez Nieto, Miguel A. Pasquale, Maria Elisa Martins, Federico A. Bareilles, A. J. Arvia:
Monte Carlo Simulations of Solid 2D Phase Growth on 1D Solid Substrates with Square-Wave Surface Profiles. Influence of Hole Design and Depositing Particle Surface Diffusion. 271-289 - Clive G. Wells:
A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions. 291-342
Volume 12, Number 5, November 2006
- Christian Bender, Anastasia Kolodko, John Schoenmakers:
Policy iteration for american options: overview. 347-362 - Sergei M. Ermakov, Anna Rukavishnikova:
Quasi- Monte Carlo algorithms for solving linear algebraic equations. 363-384 - Manuel Gil, Gaston H. Gonnet, Wesley P. Petersen:
A Repetition Test for Pseudo-Random Number Generators. 385-393 - Orazgeldy Kurbanmuradov, Karl Sabelfeld:
Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields. 395-445 - Saralees Nadarajah, Samuel Kotz:
Determination of Software Reliability based on Multivariate Exponential, Lomax and Weibull Models. 447-459 - Pierre Ngnepieba, M. Yousuff Hussaini, Laurent Debreu:
Optimal Control and Stochastic Parameter Estimation. 461-476 - Leonid I. Piterbarg:
Parameter estimation in multi particle Lagrangian stochastic models. 477-493 - Lokanath Sahoo, R. K. Sahoo, S. C. Senapati:
An Empirical Study on the Accuracy of Ratio and Regression Estimators in the Presence of Measurement Errors. 495-501
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