Journal: Monte Carlo Meth. and Appl.

Volume 31, Issue 3

173 -- 188Irina-Beatrice Haas, Michael B. Giles. A nested MLMC framework for efficient simulations on FPGAs
189 -- 205Sumita Datta, Radhika Prosad Datta, James M. Rejcek. On the applicability of Feynman-Kac path integral simulation to space-time fractional Schrödinger equations
207 -- 224Karl K. Sabelfeld, Igor Shafigulin. Monte Carlo solvers of large linear systems with Toeplitz matrices, preconditioning, iterative refinement with applications to integral equations and acoustic inverse problem
225 -- 246Eddie W. k. Chiu. Vanilla options as controls for estimating the conditional expectation of a European derivative payoff
247 -- 255Chakroune Yassine, Ahmed Nafidi, Abdenbi El Azri. Parameters estimation of the Rayleigh diffusion process: Inference aspects and application to real data