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@article{DBLP:journals/mcma/AlouiniRKT18,
  author       = {Mohamed{-}Slim Alouini and
                  Nadhir Ben Rached and
                  Abla Kammoun and
                  Ra{\'{u}}l Tempone},
  title        = {On the efficient simulation of the left-tail of the sum of correlated
                  log-normal variates},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {101--115},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0009},
  doi          = {10.1515/MCMA-2018-0009},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/AlouiniRKT18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/BalitiHA18,
  author       = {Jamal Baliti and
                  Mohamed Hssikou and
                  Mohammed Alaoui},
  title        = {Monte Carlo simulation of nonlinear gravity driven Poiseuille-Couette
                  flow in a dilute gas},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {3},
  pages        = {153--163},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0014},
  doi          = {10.1515/MCMA-2018-0014},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/BalitiHA18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/BenabdallahH18,
  author       = {Mohsine Benabdallah and
                  Kamal Hiderah},
  title        = {Strong rate of convergence for the Euler-Maruyama approximation of
                  one-dimensional stochastic differential equations involving the local
                  time at point zero},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {4},
  pages        = {249},
  year         = {2018},
  url          = {https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2021/mcma-2018-2021.xml},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/BenabdallahH18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/BouazzaS18,
  author       = {Abdelkader Bouazza and
                  Abderrahmane Settaouti},
  title        = {Understanding the contribution of energy and angular distribution
                  in the morphology of thin films using Monte Carlo simulation},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {3},
  pages        = {215--224},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0019},
  doi          = {10.1515/MCMA-2018-0019},
  timestamp    = {Mon, 03 Jan 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/BouazzaS18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/CavilOR18,
  author       = {Anthony Le Cavil and
                  Nadia Oudjane and
                  Francesco Russo},
  title        = {Monte-Carlo algorithms for a forward Feynman-Kac-type representation
                  for semilinear nonconservative partial differential equations},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {55--70},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0005},
  doi          = {10.1515/MCMA-2018-0005},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/CavilOR18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/CoskunK18,
  author       = {Sema Coskun and
                  Ralf Korn},
  title        = {Pricing barrier options in the Heston model using the Heath-Platen
                  estimator},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {29--41},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0004},
  doi          = {10.1515/MCMA-2018-0004},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/CoskunK18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/CreaseyL18,
  author       = {Peter E. Creasey and
                  Annika Lang},
  title        = {Fast generation of isotropic Gaussian random fields on the sphere},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {1--11},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0001},
  doi          = {10.1515/MCMA-2018-0001},
  timestamp    = {Fri, 13 May 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/CreaseyL18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/ElkhechafiHE18,
  author       = {Mariam Elkhechafi and
                  Hanaa Hachimi and
                  Youssfi Elkettani},
  title        = {A new hybrid cuckoo search and firefly optimization},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {71--77},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0003},
  doi          = {10.1515/MCMA-2018-0003},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/ElkhechafiHE18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/ErmakovL18,
  author       = {Sergej M. Ermakov and
                  Svetlana N. Leora},
  title        = {Remarks on randomization of quasi-random numbers},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {139--145},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0012},
  doi          = {10.1515/MCMA-2018-0012},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/ErmakovL18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/EvarestBSY18,
  author       = {Emmanuel Evarest and
                  Fredrik Berntsson and
                  Martin Singull and
                  Xiangfeng Yang},
  title        = {Weather derivatives pricing using regime switching model},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {13--27},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0002},
  doi          = {10.1515/MCMA-2018-0002},
  timestamp    = {Sat, 09 Apr 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/EvarestBSY18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Kolyukhin18,
  author       = {Dmitry Kolyukhin},
  title        = {Global sensitivity analysis for a stochastic flow problem},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {4},
  pages        = {263--270},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-2022},
  doi          = {10.1515/MCMA-2018-2022},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/Kolyukhin18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/KozachenkoPV18,
  author       = {Yuriy Kozachenko and
                  Anatolii Pashko and
                  Olga Vasylyk},
  title        = {Simulation of generalized fractional Brownian motion in C([0, {T])}},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {3},
  pages        = {179--192},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0016},
  doi          = {10.1515/MCMA-2018-0016},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/KozachenkoPV18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/LayCRK18,
  author       = {Harold A. Lay and
                  Zane Colgin and
                  Viktor Reshniak and
                  Abdul Q. M. Khaliq},
  title        = {On the implementation of multilevel Monte Carlo simulation of the
                  stochastic volatility and interest rate model using multi-GPU clusters},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {4},
  pages        = {309--321},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-2025},
  doi          = {10.1515/MCMA-2018-2025},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/LayCRK18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/LiuWC18,
  author       = {Baisen Liu and
                  Liangliang Wang and
                  Jiguo Cao},
  title        = {Bayesian estimation of ordinary differential equation models when
                  the likelihood has multiple local modes},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {117--127},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0010},
  doi          = {10.1515/MCMA-2018-0010},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/LiuWC18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/MullerWMS18,
  author       = {Christian M{\"{u}}ller and
                  Fabian Weysser and
                  Thomas Mrziglod and
                  Andreas Schuppert},
  title        = {Markov-Chain Monte-Carlo methods and non-identifiabilities},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {3},
  pages        = {203--214},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0018},
  doi          = {10.1515/MCMA-2018-0018},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/MullerWMS18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/NguyenXO18,
  author       = {Nguyet Nguyen and
                  Linlin Xu and
                  Giray {\"{O}}kten},
  title        = {A quasi-Monte Carlo implementation of the ziggurat method},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {93--99},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0008},
  doi          = {10.1515/MCMA-2018-0008},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/NguyenXO18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/RozoraL18,
  author       = {Iryna Rozora and
                  Mariia Lyzhechko},
  title        = {On the modeling of linear system input stochastic processes with given
                  accuracy and reliability},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {129--137},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0011},
  doi          = {10.1515/MCMA-2018-0011},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/RozoraL18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/SabelfeldE18,
  author       = {Karl K. Sabelfeld and
                  Georgy Eremeev},
  title        = {A hybrid kinetic-thermodynamic Monte Carlo model for simulation of
                  homogeneous burst nucleation},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {3},
  pages        = {193--202},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0017},
  doi          = {10.1515/MCMA-2018-0017},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/SabelfeldE18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/SabelfeldK18,
  author       = {Karl K. Sabelfeld and
                  Anastasiya E. Kireeva},
  title        = {Probability distribution of the life time of a drift-diffusion-reaction
                  process inside a sphere with applications to transient cathodoluminescence
                  imaging},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {79--92},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0007},
  doi          = {10.1515/MCMA-2018-0007},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/SabelfeldK18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/ShalimovaS18,
  author       = {Irina A. Shalimova and
                  Karl K. Sabelfeld},
  title        = {Random walk on spheres method for solving anisotropic drift-diffusion
                  problems},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {43--54},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0006},
  doi          = {10.1515/MCMA-2018-0006},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/ShalimovaS18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Simonov18,
  author       = {Nikolai A. Simonov},
  title        = {Random walk algorithms for elliptic equations and boundary singularities},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {4},
  pages        = {323--327},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-2026},
  doi          = {10.1515/MCMA-2018-2026},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Simonov18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/SobolS18,
  author       = {Ilya M. Sobol and
                  Boris V. Shukhman},
  title        = {On average dimensions of particle transport estimators},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {1},
  pages        = {147--151},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0013},
  doi          = {10.1515/MCMA-2018-0013},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/SobolS18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/TamitiOAI18,
  author       = {Kenza Tamiti and
                  Megdouda Ourbih{-}Tari and
                  Abdelouhab Aloui and
                  Khelidja Idjis},
  title        = {The use of variance reduction, relative error and bias in testing
                  the performance of {M/G/1} retrial queues estimators in Monte Carlo
                  simulation},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {3},
  pages        = {165--178},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-0015},
  doi          = {10.1515/MCMA-2018-0015},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/TamitiOAI18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Warin18,
  author       = {Xavier Warin},
  title        = {Nesting Monte Carlo for high-dimensional non-linear PDEs},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {4},
  pages        = {225},
  year         = {2018},
  url          = {https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2020/mcma-2018-2020.xml},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Warin18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/YamadaY18,
  author       = {Toshihiro Yamada and
                  Kenta Yamamoto},
  title        = {A second-order weak approximation of SDEs using a Markov chain without
                  L{\'{e}}vy area simulation},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {24},
  number       = {4},
  pages        = {289--308},
  year         = {2018},
  url          = {https://doi.org/10.1515/mcma-2018-2024},
  doi          = {10.1515/MCMA-2018-2024},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/YamadaY18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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