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ORCIDMonte Carlo Methods and Applications, Volume 14
Volume 14, Number 1, May 2008
- John H. Halton:
Sequential Monte Carlo for linear systems - a practical summary. 1-27 - Sylvain Maire, Etienne Tanré
:
Some new simulations schemes for the evaluation of Feynman-Kac representations. 29-51 - Makoto Mori:
Spectra of Perron-Frobenius operator and new construction of two dimensional low discrepancy sequences. 53-74 - Saralees Nadarajah:
Computing percentage points of the largest among Student's t random variables. 75-84 - Hirotake Yaguchi, Izumi Kubo:
A new nonrecursive pseudorandom number generator based on chaos mappings. 85-98
Volume 14, Number 2, July 2008
- Kengy Barty, Pierre Girardeau, Cyrille Strugarek, Jean-Sébastien Roy:
Application of kernel-based stochastic gradient algorithms to option pricing. 99-127 - Benjamin Doerr, Michael Gnewuch, Peter Kritzer, Friedrich Pillichshammer:
Component-by-component construction of low-discrepancy point sets of small size. 129-149 - Flavius Guias:
Generalized Becker-Döring equations modeling the time evolution of a process of preferential attachment with fitness. 151-170 - John H. Halton:
Sigma-algebra theorems. 171-189
Volume 14, Number 3, September 2008
- Wolfgang Wagner:
Deviational particle Monte Carlo for the Boltzmann equation. 191-268 - Yanzhao Cao, Hongmei Chi, C. Milton, Weidong Zhao:
Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods. 269-279
Volume 14, Number 4, November 2008
- Jan Baldeaux:
Quasi-Monte Carlo methods for the Kou model. 281-302 - Takahiko Fujita, Hiroshi Kaneko, Shin Matsumoto:
A uniformly distributed sequence on the ring of p-adic integers. 303-310 - Stefan Heinz:
Realizability of dynamic subgrid-scale stress models via stochastic analysis. 311-329 - Shigeyoshi Ogawa:
Real-time scheme for the volatility estimation in the presence of microstructure noise. 331-342 - Michael Stöllinger, Stefan Heinz:
PDF modeling and simulation of premixed turbulent combustion. 343-377
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