Journal: Monte Carlo Meth. and Appl.

Volume 20, Issue 1

1 -- 41Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone. Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
43 -- 51Jean Michel D. Sellier, Mihail Nedjalkov, Ivan Dimov, Siegfried Selberherr. A benchmark study of the Wigner Monte Carlo method
53 -- 59Kausik Chatterjee, John R. Roadcap, Surendra Singh. A new Green's function Monte Carlo algorithm for the solution of the three-dimensional nonlinear Poisson-Boltzmann equation: Application to the modeling of plasma sheath layers
61 -- 76Vipul Kumar Singh. Competency of Monte Carlo and Black-Scholes in pricing Nifty index options: A vis-à-vis study