Monte Carlo Meth. and Appl. - researchr journal

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261	--	271	Hongmei Chi. Generation of parallel modified Kronecker sequences
273	--	279	Xuewei Yang. A new numerical scheme for a class of reflected stochastic differential equations
281	--	330	Davoud Rostamy, Mohammad Jabbari, Mahshid Gadirian. Worst case error for integro-differential equations by a lattice-Nyström method
331	--	354	Tarik Ben Zineb, Emmanuel Gobet. Preliminary control variates to improve empirical regression methods

171	--	182	Yury Kozachenko, Oleksandr Kurchenko, Olga Synyavska. Levy-Baxter theorems for one class of non-Gaussian random fields
183	--	199	Anatoly Zherelo. On convergence of the method based on approximately exact formulas for functional polynomials for calculation of expectations of functionals to solutions of stochastic differential equations
201	--	236	Sylvain Maire, Etienne Tanré. Monte Carlo approximations of the Neumann problem
237	--	259	Junichi Imai. Comparison of random number generators via Fourier transform

77	--	105	Michael Mascagni, Lin-Yee Hin. Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model
107	--	141	Lexuri Fernández, Peter Hieber, Matthias Scherer. Double-barrier first-passage times of jump-diffusion processes
143	--	169	Richard V. Field Jr., Mircea Grigoriu, Clark R. Dohrmann. An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem

1	--	9	Colas Schretter, Harald Niederreiter. A direct inversion method for non-uniform quasi-random point sequences
11	--	39	Céline Labart, Jérôme Lelong. A parallel algorithm for solving BSDEs
41	--	71	Pierre Etoré, Miguel Martinez. Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
73	--	75	Annika Lang, Jürgen Potthoff. Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17(2011), 195-214]

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