Journal: Monte Carlo Meth. and Appl.

Volume 16, Issue 3-4

195 -- 0Alain Dubus, Karl Sabelfeld. Editiorial
197 -- 209Stefan C. Agapie, Paula A. Whitlock. Random packing of hyperspheres and Marsaglia's parking lot test
211 -- 230Rami El Haddad, Christian Lécot, Gopalakrishnan Venkiteswaran. Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice
231 -- 250Henri Faure, Christiane Lemieux. Improved Halton sequences and discrepancy bounds
251 -- 263Tiffany A. Lambert, Paula A. Whitlock. Generalizing Sudoku to three dimensions
265 -- 282Christophe De Luigi, Sylvain Maire. Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing
283 -- 306Roman N. Makarov, Devin Glew. Exact simulation of Bessel diffusions
307 -- 322Florian Pausinger, Wolfgang Ch. Schmid. A good permutation for one-dimensional diaphony
323 -- 342Daniel Rudolf. Error bounds for computing the expectation by Markov chain Monte Carlo
343 -- 359Karl Sabelfeld, Nadja Loshchina. Stochastic iterative projection methods for large linear systems
361 -- 377Halis Sak. Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model
379 -- 398Manan Shah. A genetic algorithm approach to estimate lower bounds of the star discrepancy
399 -- 420Wolfgang Wagner. Random and deterministic fragmentation models
421 -- 438Marta Zalewska, Wojciech Niemiro, Boleslaw Samolinski. MCMC imputation in autologistic model

Volume 16, Issue 2

95 -- 127Alexander D. Egorov, Karl Sabelfeld. Approximate formulas for expectations of functionals of solutions to stochastic differential equations
129 -- 142Sergei Prigarin, Andreas Martin, Gerhard Winkler. Simulation of binary random fields with Gaussian numerical models
143 -- 165Mircea Grigoriu. A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
167 -- 190Henning Marxen. The Multilevel Monte Carlo method used on a Lévy driven SDE
191 -- 193Benjamin Jourdain, Mohamed Karim Sbai. Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options

Volume 16, Issue 1

1 -- 67Christian Bayer, Anders Szepessy, Raúl Tempone. Adaptive weak approximation of reflected and stopped diffusions
69 -- 93Edwin Jimenez, Nathan Lay, M. Yousuff Hussaini. A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation