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    Journal: Monte Carlo Meth. and Appl.

    Volume 25, Issue 4

    283 -- 290Christian Weiß, Zoran Nikolic. An aspect of optimal regression design for LSMC
    291 -- 305Hanbyeol Jang, Jian Wang, Junseok Kim. Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge
    307 -- 316Hoa Pham, Huong T. T. Pham. A Bayesian approach for multi-stage models with linear time-dependent hazard rate
    317 -- 327Abdelaziz Nasroallah, Mohamed Yasser Bounnite. A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
    329 -- 340Preston Hamlin, W. John Thrasher, Walid Keyrouz, Michael Mascagni. Geometry entrapment in Walk-on-Subdomains
    341 -- 361Riu Naito, Toshihiro Yamada. A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus

    Volume 25, Issue 3

    187 -- 207Manal Bayousef, Michael Mascagni. A computational investigation of the optimal Halton sequence in QMC applications
    209 -- 215Nikhil Kumar Rajput. Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: A comparative study
    217 -- 225Ievgen Turchyn. Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
    227 -- 237Lihao Zhang, Zeyang Ye, Yuefan Deng. Parallel MCMC methods for global optimization
    239 -- 252Yusuke Okano, Toshihiro Yamada. A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion
    253 -- 257Ilya M. Sobol, Boris V. Shukhman. Quasi-Monte Carlo method for solving Fredholm equations
    259 -- 270Taku Achiha, Hiroshi Sugita, Kenta Tonohiro, Yuto Yamamoto. Generation of k-wise independent random variables with small randomness
    271 -- 282Irina A. Shalimova, Karl K. Sabelfeld. A random walk on small spheres method for solving transientanisotropic diffusion problems

    Volume 25, Issue 2

    97 -- 120Riu Naito, Toshihiro Yamada. A third-order weak approximation of multidimensional Itô stochastic differential equations
    121 -- 130Zakarya Zarezadeh, Giovanni Costantini. Particle diffusion Monte Carlo (PDMC)
    131 -- 146Karl K. Sabelfeld. Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems
    147 -- 154Hayette Braham, Louiza Berdjoudj, Mohamed Boualem, Nadji Rahmania. Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods
    155 -- 161Sergej M. Ermakov, Anna A. Pogosian. On solving stochastic differential equations
    163 -- 176Nima Rabiei, Elias G. Saleeby. On the sample-mean method for computing hyper-volumes
    177 -- 186Meriem Boubalou, Megdouda Ourbih Tari, Abdelouhab Aloui, Arezki Zioui. Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator "getRDS" and the proposed "getLHS" using variance reduction

    Volume 25, Issue 1

    1 -- 36Gilles Pagès, Clément Rey. Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
    37 -- 60Antoon Pelsser, Kossi Gnameho. A Monte Carlo method for backward stochastic differential equations with Hermite martingales
    61 -- 74Shin Harase. Comparison of Sobol' sequences in financial applications
    75 -- 83Sercan Gür, Klaus Pötzelberger. Sensitivity of boundary crossing probabilities of the Brownian motion
    85 -- 96Karl K. Sabelfeld. A global random walk on spheres algorithm for transient heat equation and some extensions
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