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ORCIDMonte Carlo Methods and Applications, Volume 30
Volume 30, Number 1, 2024
- Frontmatter. i-iv
- Nikolaos Halidias
:
Option pricing: Examples and open problems. 1-17 - Alex Rodrigo dos S. Sousa:
A wavelet-based method in aggregated functional data analysis. 19-30 - Faiz Bahaj, Kamal Hiderah:
Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. 31-41 - Getut Pramesti, Ristu Saptono:
On the estimation of periodic signals in the diffusion process using a high-frequency scheme. 43-53 - Emmanuel Coffie:
Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition. 55-72 - Irina A. Shalimova, Karl Sabelfeld:
Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations. 73-80 - Yasmina Djabali, Sedda Hakmi, Nabil Zougab, Djamil Aïssani:
Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system. 81-92
Volume 30, Number 2, 2024
- Hafssa Kroumbi, Abdelaziz Nasroallah:
Likelihood and decoding problems for mixed space hidden Markov model. 93-105 - Vladimir V. Uchaikin, Elena Kozhemiakina:
A weight Monte Carlo estimation of fluctuations in branching processes. 107-129 - Viktor Bryzgalov, Nurlibay Shlimbetov, Anton V. Voytishek:
Choice of a constant in the expression for the error of the Monte Carlo method. 131-136 - Zakaria Alizadeh Ghajari, Karim Zare, Soheil Shokri:
Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling. 137-148 - Ajay Jasra, Mohamed Maama, Hernando Ombao:
An improved unbiased particle filter. 149-162 - François Clément, Nathan Kirk, Florian Pausinger:
Partitions for stratified sampling. 163-181 - Kossi Gnameho, Mitja Stadje, Antoon Pelsser:
A gradient method for high-dimensional BSDEs. 183-203 - Hoa Pham, Huong T. T. Pham, Kai Siong Yow:
On bias reduction in parametric estimation in stage structured development models. 205-216
Volume 30, Number 3, 2024
- Boris S. Dobronets, Olga A. Popova:
Joint application of the Monte Carlo method and computational probabilistic analysis in problems of numerical modeling with data uncertainties. 217-223 - Imane Guefassa, Yacine Chaib, Tahar Bechouat:
Another hybrid conjugate gradient method as a convex combination of WYL and CD methods. 225-234 - Karl K. Sabelfeld, Oleg Bukhasheev:
Random walk algorithms for solving nonlinear chemotaxis problems. 235-248 - Nikolaos Halidias:
A novel portfolio optimization method and its application to the hedging problem. 249-267 - Sanaz Lamei, Mozhgan Akbari:
Dynamics of a multigroup stochastic SIQR epidemic model. 269-280 - Srinath R. Naidu, Gopalakrishnan Venkiteswaran:
Optimal oversampling ratio in two-step simulation. 281-297 - Christophe Planas, Alessandro Rossi:
The slice sampler and centrally symmetric distributions. 299-313 - Karl K. Sabelfeld, Stepan Glazkov:
Simulation of doubly stochastic Poisson point processes and application to nucleation of nanocrystals and evaluation of exciton fluxes. 315-330
Volume 30, Number 4, 2024
- David J. Torres, Damian W. I. Rouson:
Investigating the ecological fallacy through sampling distributions constructed from finite populations. 331-363 - Shenggang Hu, Bo Zhang, Hongsheng Dai, Wei Liang:
Bernoulli factory: The 2𝚙-coin problem. 365-374 - Karl K. Sabelfeld, Georgy Agarkov:
Randomized vector algorithm with iterative refinement for solving boundary integral equations. 375-388 - Victor Malyutin, Berdakh Nurjanov:
Application of semiclassical approximation to stochastic differential equations. 389-395 - Thibaud Kaeshammer, Christian Paroissin, Herna Urmeneta:
Trapezoidal and Simpson's methods with a random design. 397-411 - Abderrahmen Manaa:
Periodic INAR(1) model with Bell innovations distribution. 413-430 - Ivan A. Aleksandrov, Dmitry V. Gulyaev, Eugeny A. Kolosovsky, Konstantin S. Zhuravlev:
Effect of biaxial strain on the binding energies of adsorbed In and Al atoms on (001) surfaces of InAs and AlAs. 431-436 - Kahina Bouchebbah, Nabil Zougab:
Estimating pharmacokinetic parameters from Dynamic Contrast-Enhanced T 1-weighted MRI using a three level hierarchical Bayesian model. 437-448 - Masoud Majidizadeh:
Bayesian analysis of the COVID-19 pandemic using a Poisson process with change-points. 449-465
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