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    Journal: Monte Carlo Meth. and Appl.

    Volume 20, Issue 4

    223 -- 235Yuri Imamura, Yuta Ishigaki, Toshiki Okumura. A numerical scheme based on semi-static hedging strategy
    237 -- 243Seung Hwan Lee, Eun-Joo Lee. A martingale approach to estimating confidence band with censored data
    245 -- 260Lucia Del Chicca, Gerhard Larcher. Hybrid Monte Carlo methods in credit risk management
    261 -- 277Stefan Heinz. Uncertainty quantification of world population growth: A self-similar PDF model
    279 -- 289Irina A. Shalimova, Karl Sabelfeld. Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients

    Volume 20, Issue 3

    167 -- 0Ilya M. Sobol, Boris Shukhman. Quasi-Monte Carlo: A high-dimensional experiment
    173 -- 0Karl Sabelfeld, Alexander I. Levykin. A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries
    181 -- 0Mohamed Ben Alaya, Ahmed Kebaier. Multilevel Monte Carlo for Asian options and limit theorems
    195 -- 0Lokman A. Abbas-Turki, Aych I. Bouselmi, Mohammed A. Mikou. Toward a coherent Monte Carlo simulation of CVA
    217 -- 0Chi-Ok Hwang, Seung-Yeon Kim. Field-induced Kosterlitz-Thouless transition in critical triangular-lattice antiferromagnets

    Volume 20, Issue 2

    77 -- 100Adam Metzler, Alexandre Scott. Rare event simulation for diffusion processes via two-stage importance sampling
    101 -- 120Michael Mascagni, Yue Qiu, Lin-Yee Hin. High performance computing in quantitative finance: A review from the pseudo-random number generator perspective
    121 -- 136Mircea Grigoriu. An efficient Monte Carlo solution for problems with random matrices
    137 -- 144Yuriy Kozachenko, Mykola P. Sergiienko. The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process
    145 -- 165Idris Kharroubi, Nicolas Langrené, Huyên Pham. A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization

    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
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