Volume 11; Issue 1

Monte Carlo Methods and Applications

Volume 11; Issue 1
1

An ε-Optimal Portfolio with Stochastic Volatility

Gabih, Abdelali, Grecksch, Wilfried
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 176 KB
english, 2005
2

Stochastic flow simulation in 3D porous media

Kolyukhin, Dmitry, Sabelfeld, Karl
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 314 KB
english, 2005
3

Grid-based Quasi-Monte Carlo Applications

Li, Yaohang, Mascagni, Michael
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 314 KB
english, 2005
5

On global sensitivity analysis of quasi-Monte Carlo algorithms

Sobol, I.M., Kucherenko, S.S.
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 134 KB
english, 2005
6

Editorial Board

Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 52 KB
english, 2005
8

Stochastic flow simulation in 3D porous media

Kolyukhin, Dmitry, Sabelfeld, Karl
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 349 KB
english, 2005
9

Grid-based Quasi-Monte Carlo Applications

Li, Yaohang, Mascagni, Michael
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 335 KB
english, 2005
10

Editorial Board

Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 66 KB
english, 2005
11

An ε-Optimal Portfolio with Stochastic Volatility

Gabih, Abdelali, Grecksch, Wilfried
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 196 KB
english, 2005
12

On global sensitivity analysis of quasi-Monte Carlo algorithms

Sobol´, I.M., Kucherenko, S.S.
Journal:
Monte Carlo Methods and Applications
Year:
2005
Language:
english
File:
PDF, 152 KB
english, 2005