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Publication search results
found 15 matches
- 2005
- Aurélien Alfonsi:
On the discretization schemes for the CIR (and Bessel squared) processes. Monte Carlo Methods Appl. 11(4): 355-384 (2005) - Vlad Bally, Lucia Caramellino, Antonino Zanette:
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Monte Carlo Methods Appl. 11(2): 97-133 (2005) - Nicolas Bouleau:
Dirichlet Forms in Simulation. Monte Carlo Methods Appl. 11(4): 385-395 (2005) - Abdelali Gabih, Wilfried Grecksch:
An ε-Optimal Portfolio with Stochastic Volatility. Monte Carlo Methods Appl. 11(1): 1-14 (2005) - V. Gerlovina, Vladimir Nekrutkin:
Asymptotical behavior of linear congruential generators. Monte Carlo Methods Appl. 11(2): 135-162 (2005) - John H. Halton:
Quasi-Probability: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically. Monte Carlo Methods Appl. 11(3): 203-350 (2005) - E. G. Kablukova:
Investigation of methods of numerical integration with optimal convergence speed. Monte Carlo Methods Appl. 11(4): 397-406 (2005) - Dmitry Kolyukhin, Karl Sabelfeld:
Stochastic flow simulation in 3D porous media. Monte Carlo Methods Appl. 11(1): 15-37 (2005) - Yaohang Li, Michael Mascagni:
Grid-based Quasi-Monte Carlo Applications. Monte Carlo Methods Appl. 11(1): 39-55 (2005) - Makoto Mori:
Construction of three-dimensional low discrepancy sequences. Monte Carlo Methods Appl. 11(2): 163-174 (2005) - Gilles Pagès, Jacques Printems:
Functional quantization for numerics with an application to option pricing. Monte Carlo Methods Appl. 11(4): 407-446 (2005) - Huyên Pham, Wolfgang J. Runggaldier, Afef Sellami:
Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. Monte Carlo Methods Appl. 11(1): 57-81 (2005) - Mikhail Yu. Plotnikov, Elena V. Shkarupa:
The discrete-stochastic approaches to solving the linearized Boltzmann equation. Monte Carlo Methods Appl. 11(4): 447-462 (2005) - Ilya M. Sobol, Sergei S. Kucherenko:
On global sensitivity analysis of quasi-Monte Carlo algorithms. Monte Carlo Methods Appl. 11(1): 83-92 (2005) - Clive G. Wells, Markus Kraft:
Direct Simulation and Mass Flow Stochastic Algorithms to Solve a Sintering-Coagulation Equation. Monte Carlo Methods Appl. 11(2): 175-197 (2005)
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