External Links

    Journal: Monte Carlo Meth. and Appl.

    Volume 14, Issue 4

    281 -- 302Jan Baldeaux. Quasi-Monte Carlo methods for the Kou model
    303 -- 310Takahiko Fujita, Hiroshi Kaneko, Shin Matsumoto. A uniformly distributed sequence on the ring of p-adic integers
    311 -- 329Stefan Heinz. Realizability of dynamic subgrid-scale stress models via stochastic analysis
    331 -- 342Shigeyoshi Ogawa. Real-time scheme for the volatility estimation in the presence of microstructure noise
    343 -- 377Michael Stöllinger, Stefan Heinz. PDF modeling and simulation of premixed turbulent combustion

    Volume 14, Issue 3

    191 -- 268Wolfgang Wagner. Deviational particle Monte Carlo for the Boltzmann equation
    269 -- 279Yanzhao Cao, Hongmei Chi, C. Milton, Weidong Zhao. Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods

    Volume 14, Issue 2

    99 -- 127Kengy Barty, Pierre Girardeau, Cyrille Strugarek, Jean-Sébastien Roy. Application of kernel-based stochastic gradient algorithms to option pricing
    129 -- 149Benjamin Doerr, Michael Gnewuch, Peter Kritzer, Friedrich Pillichshammer. Component-by-component construction of low-discrepancy point sets of small size
    151 -- 170Flavius Guias. Generalized Becker-Döring equations modeling the time evolution of a process of preferential attachment with fitness
    171 -- 189John H. Halton. Sigma-algebra theorems

    Volume 14, Issue 1

    1 -- 27John H. Halton. Sequential Monte Carlo for linear systems - a practical summary
    29 -- 51Sylvain Maire, Etienne Tanré. Some new simulations schemes for the evaluation of Feynman-Kac representations
    53 -- 74Makoto Mori. Spectra of Perron-Frobenius operator and new construction of two dimensional low discrepancy sequences
    75 -- 84Saralees Nadarajah. Computing percentage points of the largest among Student's t random variables
    85 -- 98Hirotake Yaguchi, Izumi Kubo. A new nonrecursive pseudorandom number generator based on chaos mappings
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