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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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