Search dblp for Publications

export results for "toc:db/journals/mcma/mcma27.bht:"

 download as .bib file

@article{DBLP:journals/mcma/Beentjes21,
  author       = {Casper H. l. Beentjes},
  title        = {Optimising Poisson bridge constructions for variance reduction methods},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {3},
  pages        = {249--275},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2090},
  doi          = {10.1515/MCMA-2021-2090},
  timestamp    = {Tue, 05 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Beentjes21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/ChraibiDGG21,
  author       = {Hassane Chraibi and
                  Anne Dutfoy and
                  Thomas Galtier and
                  Josselin Garnier},
  title        = {Optimal potential functions for the interacting particle system method},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {2},
  pages        = {137--152},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2086},
  doi          = {10.1515/MCMA-2021-2086},
  timestamp    = {Mon, 12 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/ChraibiDGG21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Ech-ChafiqLR21,
  author       = {Zineb El Filali Ech{-}Chafiq and
                  J{\'{e}}r{\^{o}}me Lelong and
                  Adil Reghai},
  title        = {Automatic control variates for option pricing using neural networks},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {2},
  pages        = {91--104},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2020-2081},
  doi          = {10.1515/MCMA-2020-2081},
  timestamp    = {Thu, 29 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Ech-ChafiqLR21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Halidias21,
  author       = {Nikolaos Halidias},
  title        = {On the absorption probabilities and mean time for absorption for discrete
                  Markov chains},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {2},
  pages        = {105--115},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2084},
  doi          = {10.1515/MCMA-2021-2084},
  timestamp    = {Mon, 12 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Halidias21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/IzydorczykOR21,
  author       = {Lucas Izydorczyk and
                  Nadia Oudjane and
                  Francesco Russo},
  title        = {A fully backward representation of semilinear PDEs applied to the
                  control of thermostatic loads in power systems},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {347--371},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2095},
  doi          = {10.1515/MCMA-2021-2095},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/IzydorczykOR21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/KharroubiLW21,
  author       = {Idris Kharroubi and
                  Thomas Lim and
                  Xavier Warin},
  title        = {Discretization and machine learning approximation of BSDEs with a
                  constraint on the Gains-process},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {1},
  pages        = {27--55},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2020-2080},
  doi          = {10.1515/MCMA-2020-2080},
  timestamp    = {Thu, 25 Mar 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/KharroubiLW21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Kolyukhin21,
  author       = {Dmitriy Kolyukhin},
  title        = {Global sensitivity analysis of statistical models by double randomization
                  method},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {341--346},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2096},
  doi          = {10.1515/MCMA-2021-2096},
  timestamp    = {Thu, 09 Dec 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/Kolyukhin21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/LapeyreL21,
  author       = {Bernard Lapeyre and
                  J{\'{e}}r{\^{o}}me Lelong},
  title        = {Neural network regression for Bermudan option pricing},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {3},
  pages        = {227--247},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2091},
  doi          = {10.1515/MCMA-2021-2091},
  timestamp    = {Tue, 05 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/LapeyreL21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/NakagawaT21,
  author       = {Takuya Nakagawa and
                  Akihiro Tanaka},
  title        = {On a Monte Carlo scheme for some linear stochastic partial differential
                  equations},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {2},
  pages        = {169--193},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2088},
  doi          = {10.1515/MCMA-2021-2088},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/NakagawaT21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/PhamP21,
  author       = {Huong T. T. Pham and
                  Hoa Pham},
  title        = {On the existence of posterior mean for Bayesian logistic regression},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {3},
  pages        = {277--288},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2089},
  doi          = {10.1515/MCMA-2021-2089},
  timestamp    = {Fri, 01 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/PhamP21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/RabieiS21,
  author       = {Nima Rabiei and
                  Elias G. Saleeby},
  title        = {On intersection volumes of confidence hyper-ellipsoids and two geometric
                  Monte Carlo methods},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {2},
  pages        = {153--167},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2087},
  doi          = {10.1515/MCMA-2021-2087},
  timestamp    = {Mon, 12 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/RabieiS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/RefasBB21,
  author       = {Salah Eddine Chouaib Refas and
                  Abdelkader Bouazza and
                  Youcef Belhadji},
  title        = {3D sputtering simulations of the CZTS, Si and {CIGS} thin films using
                  Monte-Carlo method},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {373--382},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2094},
  doi          = {10.1515/MCMA-2021-2094},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/RefasBB21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/SabelfeldS21,
  author       = {Karl K. Sabelfeld and
                  Dmitrii Smirnov},
  title        = {A global random walk on grid algorithm for second order elliptic equations},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {3},
  pages        = {211--225},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2092},
  doi          = {10.1515/MCMA-2021-2092},
  timestamp    = {Tue, 05 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/SabelfeldS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/SabelfeldSDT21,
  author       = {Karl K. Sabelfeld and
                  Dmitry Smirnov and
                  Ivan Dimov and
                  Venelin Todorov},
  title        = {A global random walk on grid algorithm for second order elliptic equations},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {325--339},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2097},
  doi          = {10.1515/MCMA-2021-2097},
  timestamp    = {Fri, 26 May 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/SabelfeldSDT21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/SakouvoguiSDM21,
  author       = {Kekoura Sakouvogui and
                  Saleem Shaik and
                  Curt Doetkott and
                  Rhonda C. Magel},
  title        = {Sensitivity analysis of stochastic frontier analysis models},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {1},
  pages        = {71--90},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2083},
  doi          = {10.1515/MCMA-2021-2083},
  timestamp    = {Sun, 10 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/SakouvoguiSDM21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/ShalimovaS21,
  author       = {Irina A. Shalimova and
                  Karl K. Sabelfeld},
  title        = {Random walk on spheres algorithm for solving steady-state and transient
                  diffusion-recombination problems},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {301--313},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2099},
  doi          = {10.1515/MCMA-2021-2099},
  timestamp    = {Wed, 15 Dec 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/ShalimovaS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Spade21,
  author       = {David A. Spade},
  title        = {Estimating drift and minorization coefficients for Gibbs sampling
                  algorithms},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {3},
  pages        = {195--209},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2093},
  doi          = {10.1515/MCMA-2021-2093},
  timestamp    = {Fri, 01 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Spade21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/SvitZKS21,
  author       = {Kirill Svit and
                  Konstantin S. Zhuravlev and
                  Sergey Kireev and
                  Karl K. Sabelfeld},
  title        = {A stochastic model, simulation, and application to aggregation of
                  cadmium sulfide nanocrystals upon evaporation of the Langmuir-Blodgett
                  matrix},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {289--299},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2100},
  doi          = {10.1515/MCMA-2021-2100},
  timestamp    = {Tue, 21 Mar 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/SvitZKS21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/WiartLD21,
  author       = {Jaspar Wiart and
                  Christiane Lemieux and
                  Gracia Y. Dong},
  title        = {On the dependence structure and quality of scrambled (t, m, s)-nets},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {1},
  pages        = {1--26},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2020-2079},
  doi          = {10.1515/MCMA-2020-2079},
  timestamp    = {Mon, 26 Jun 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/WiartLD21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/X21,
  title        = {Frontmatter},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {1},
  pages        = {i--iv},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-frontmatter1},
  doi          = {10.1515/MCMA-2021-FRONTMATTER1},
  timestamp    = {Thu, 25 Mar 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/X21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/X21a,
  title        = {Frontmatter},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {2},
  pages        = {i--iv},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-frontmatter2},
  doi          = {10.1515/MCMA-2021-FRONTMATTER2},
  timestamp    = {Mon, 12 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/X21a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/X21b,
  title        = {Frontmatter},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {3},
  pages        = {i--iv},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-frontmatter3},
  doi          = {10.1515/MCMA-2021-FRONTMATTER3},
  timestamp    = {Fri, 01 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/X21b.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/X21c,
  title        = {Frontmatter},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {i--iv},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-frontmatter4},
  doi          = {10.1515/MCMA-2021-FRONTMATTER4},
  timestamp    = {Thu, 09 Dec 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/X21c.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/Yamada21,
  author       = {Toshihiro Yamada},
  title        = {High order weak approximation for irregular functionals of time-inhomogeneous
                  SDEs},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {2},
  pages        = {117--136},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2085},
  doi          = {10.1515/MCMA-2021-2085},
  timestamp    = {Mon, 12 Jul 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcma/Yamada21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/YuJH21,
  author       = {Unjong Yu and
                  Hoseung Jang and
                  Chi{-}Ok Hwang},
  title        = {A diffusion Monte Carlo method for charge density on a conducting
                  surface at non-constant potentials},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {4},
  pages        = {315--324},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2098},
  doi          = {10.1515/MCMA-2021-2098},
  timestamp    = {Wed, 15 Dec 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/YuJH21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcma/ZianeZA21,
  author       = {Yasmina Ziane and
                  Nabil Zougab and
                  Smail Adjabi},
  title        = {Body tail adaptive kernel density estimation for nonnegative heavy-tailed
                  data},
  journal      = {Monte Carlo Methods Appl.},
  volume       = {27},
  number       = {1},
  pages        = {57--69},
  year         = {2021},
  url          = {https://doi.org/10.1515/mcma-2021-2082},
  doi          = {10.1515/MCMA-2021-2082},
  timestamp    = {Thu, 25 Mar 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcma/ZianeZA21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.