Ha, Mijin; Kim, Donghyun; Yoon, Ji-Hun Valuing of timer path-dependent options. (English) Zbl 07764065 Math. Comput. Simul. 215, 208-227 (2024). MSC: 91-XX 90-XX PDFBibTeX XMLCite \textit{M. Ha} et al., Math. Comput. Simul. 215, 208--227 (2024; Zbl 07764065) Full Text: DOI
Abbaspour, Manijeh; Vajargah, Kianoush Fathi; Azhdari, Parvin An efficient algorithm for pricing reinsurance contract under the regime-switching model. (English) Zbl 07704408 Math. Comput. Simul. 211, 278-300 (2023). MSC: 91-XX 62-XX PDFBibTeX XMLCite \textit{M. Abbaspour} et al., Math. Comput. Simul. 211, 278--300 (2023; Zbl 07704408) Full Text: DOI
Saulo, Helton; Balakrishnan, Narayanaswamy; Vila, Roberto On a quantile autoregressive conditional duration model. (English) Zbl 07594642 Math. Comput. Simul. 203, 425-448 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{H. Saulo} et al., Math. Comput. Simul. 203, 425--448 (2023; Zbl 07594642) Full Text: DOI arXiv
Bera, Smaranika; Bhattacharyya, Dhrubasish; Khan, Ruhul Ali; Mitra, Murari Test for harmonic mean residual life function: a goodness of fit approach. (English) Zbl 07594625 Math. Comput. Simul. 203, 58-70 (2023). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{S. Bera} et al., Math. Comput. Simul. 203, 58--70 (2023; Zbl 07594625) Full Text: DOI
Seyfi, Seyed Mohammad Sina; Sharifi, Azin; Arian, Hamidreza Portfolio value-at-risk and expected-shortfall using an efficient simulation approach based on Gaussian mixture model. (English) Zbl 07431559 Math. Comput. Simul. 190, 1056-1079 (2021). MSC: 91-XX 62-XX PDFBibTeX XMLCite \textit{S. M. S. Seyfi} et al., Math. Comput. Simul. 190, 1056--1079 (2021; Zbl 07431559) Full Text: DOI
Akahori, Jirô; Kinuya, Masahiro; Sawai, Takashi; Yuasa, Tomooki An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables. (English) Zbl 07428973 Math. Comput. Simul. 187, 540-565 (2021). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{J. Akahori} et al., Math. Comput. Simul. 187, 540--565 (2021; Zbl 07428973) Full Text: DOI arXiv
Rueda, M.; Cobo, B.; Perri, P. F. New estimation techniques for ordinal sensitive variables. (English) Zbl 07318344 Math. Comput. Simul. 186, 62-70 (2021). MSC: 62Dxx 62-XX PDFBibTeX XMLCite \textit{M. Rueda} et al., Math. Comput. Simul. 186, 62--70 (2021; Zbl 07318344) Full Text: DOI Link
Devroye, Luc Random variate generation for the truncated negative gamma distribution. (English) Zbl 1524.65021 Math. Comput. Simul. 181, 51-56 (2021). MSC: 65C10 60-08 PDFBibTeX XMLCite \textit{L. Devroye}, Math. Comput. Simul. 181, 51--56 (2021; Zbl 1524.65021) Full Text: DOI
Noorani, Idin; Mehrdoust, Farshid; Nasroallah, Abdelaziz A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model. (English) Zbl 1524.91147 Math. Comput. Simul. 181, 1-15 (2021). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{I. Noorani} et al., Math. Comput. Simul. 181, 1--15 (2021; Zbl 1524.91147) Full Text: DOI
Calatayud, J.; Cortés, J.-C.; Dorini, F. A.; Jornet, M. Extending the study on the linear advection equation subject to stochastic velocity field and initial condition. (English) Zbl 1510.35407 Math. Comput. Simul. 172, 159-174 (2020). MSC: 35R60 35F10 60G12 PDFBibTeX XMLCite \textit{J. Calatayud} et al., Math. Comput. Simul. 172, 159--174 (2020; Zbl 1510.35407) Full Text: DOI
Kim, See-Woo; Kim, Jeong-Hoon Pricing generalized variance swaps under the Heston model with stochastic interest rates. (English) Zbl 1510.91166 Math. Comput. Simul. 168, 1-27 (2020). MSC: 91G20 91G30 60H30 PDFBibTeX XMLCite \textit{S.-W. Kim} and \textit{J.-H. Kim}, Math. Comput. Simul. 168, 1--27 (2020; Zbl 1510.91166) Full Text: DOI
Aryal, Nanda R.; Jones, Owen D. Fitting the Bartlett-Lewis rainfall model using approximate Bayesian computation. (English) Zbl 1453.86014 Math. Comput. Simul. 175, 153-163 (2020). MSC: 86-10 86A10 86A32 65C05 PDFBibTeX XMLCite \textit{N. R. Aryal} and \textit{O. D. Jones}, Math. Comput. Simul. 175, 153--163 (2020; Zbl 1453.86014) Full Text: DOI Link
Dinçer, Hasan; Yüksel, Serhat An integrated stochastic fuzzy MCDM approach to the balanced scorecard-based service evaluation. (English) Zbl 07316760 Math. Comput. Simul. 166, 93-112 (2019). MSC: 03Bxx 90Bxx PDFBibTeX XMLCite \textit{H. Dinçer} and \textit{S. Yüksel}, Math. Comput. Simul. 166, 93--112 (2019; Zbl 07316760) Full Text: DOI
Kotb, M. S.; Raqab, M. Z. Statistical inference for modified Weibull distribution based on progressively type-II censored data. (English) Zbl 07316698 Math. Comput. Simul. 162, 233-248 (2019). MSC: 62Nxx PDFBibTeX XMLCite \textit{M. S. Kotb} and \textit{M. Z. Raqab}, Math. Comput. Simul. 162, 233--248 (2019; Zbl 07316698) Full Text: DOI
Keller, Alexander; Dahm, Ken Integral equations and machine learning. (English) Zbl 07316671 Math. Comput. Simul. 161, 2-12 (2019). MSC: 65Dxx 68Uxx PDFBibTeX XMLCite \textit{A. Keller} and \textit{K. Dahm}, Math. Comput. Simul. 161, 2--12 (2019; Zbl 07316671) Full Text: DOI arXiv
Barbiero, A. A bivariate count model with discrete Weibull margins. (English) Zbl 07316569 Math. Comput. Simul. 156, 91-109 (2019). MSC: 62Fxx PDFBibTeX XMLCite \textit{A. Barbiero}, Math. Comput. Simul. 156, 91--109 (2019; Zbl 07316569) Full Text: DOI
Valiollahi, R.; Raqab, Mohammad Z.; Asgharzadeh, A.; Alqallaf, F. A. Estimation and prediction for power Lindley distribution under progressively type II right censored samples. (English) Zbl 07316226 Math. Comput. Simul. 149, 32-47 (2018). MSC: 62Nxx 62Fxx PDFBibTeX XMLCite \textit{R. Valiollahi} et al., Math. Comput. Simul. 149, 32--47 (2018; Zbl 07316226) Full Text: DOI
Fakhereddine, Rana; Haddad, Rami El; Lécot, Christian; Maalouf, Joseph El Stratified Monte Carlo simulation of Markov chains. (English) Zbl 07313799 Math. Comput. Simul. 135, 51-62 (2017). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{R. Fakhereddine} et al., Math. Comput. Simul. 135, 51--62 (2017; Zbl 07313799) Full Text: DOI arXiv
L’Ecuyer, Pierre; Munger, David; Oreshkin, Boris; Simard, Richard Random numbers for parallel computers: requirements and methods, with emphasis on gpus. (English) Zbl 07313795 Math. Comput. Simul. 135, 3-17 (2017). MSC: 65Cxx PDFBibTeX XMLCite \textit{P. L'Ecuyer} et al., Math. Comput. Simul. 135, 3--17 (2017; Zbl 07313795) Full Text: DOI
Wang, Hengxu; O’Hara, John G.; Constantinou, Nick A path-independent approach to integrated variance under the CEV model. (English) Zbl 07313334 Math. Comput. Simul. 109, 130-152 (2015). MSC: 91-XX 62-XX PDFBibTeX XMLCite \textit{H. Wang} et al., Math. Comput. Simul. 109, 130--152 (2015; Zbl 07313334) Full Text: DOI Link
Barakat, H. M.; El-Adll, Magdy E.; Aly, Amany E. Prediction intervals of future observations for a sample of random size from any continuous distribution. (English) Zbl 07312552 Math. Comput. Simul. 97, 1-13 (2014). MSC: 62Nxx 62Gxx 65Cxx PDFBibTeX XMLCite \textit{H. M. Barakat} et al., Math. Comput. Simul. 97, 1--13 (2014; Zbl 07312552) Full Text: DOI
Kung, James J.; Wu, E-Ching An evaluation of some popular investment strategies under stochastic interest rates. (English) Zbl 1499.91120 Math. Comput. Simul. 94, 96-108 (2013). MSC: 91G10 60H30 PDFBibTeX XMLCite \textit{J. J. Kung} and \textit{E-C. Wu}, Math. Comput. Simul. 94, 96--108 (2013; Zbl 1499.91120) Full Text: DOI
El-Adll, Magdy E. Predicting future lifetime based on random number of three parameters Weibull distribution. (English) Zbl 1232.65018 Math. Comput. Simul. 81, No. 9, 1842-1854 (2011). Reviewer: Berwin A. Turlach (Crawley) MSC: 65C60 60F05 62E20 62E15 62G30 PDFBibTeX XMLCite \textit{M. E. El-Adll}, Math. Comput. Simul. 81, No. 9, 1842--1854 (2011; Zbl 1232.65018) Full Text: DOI
Chan, Felix; Theoharakis, Billy Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation. (English) Zbl 1215.62092 Math. Comput. Simul. 81, No. 7, 1385-1396 (2011). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{F. Chan} and \textit{B. Theoharakis}, Math. Comput. Simul. 81, No. 7, 1385--1396 (2011; Zbl 1215.62092) Full Text: DOI
Hörmann, Wolfgang; Sak, Halis \(t\)-Copula generation for control variates. (English) Zbl 1207.65019 Math. Comput. Simul. 81, No. 4, 782-790 (2010). MSC: 65C60 62J10 62P05 65C05 91G60 PDFBibTeX XMLCite \textit{W. Hörmann} and \textit{H. Sak}, Math. Comput. Simul. 81, No. 4, 782--790 (2010; Zbl 1207.65019) Full Text: DOI
Larsson, Jonas Monte Carlo implementation of financial simulation on Cell/B.E. multi-core processor. (English) Zbl 1237.91233 Math. Comput. Simul. 81, No. 3, 578-587 (2010). MSC: 91G60 65C05 PDFBibTeX XMLCite \textit{J. Larsson}, Math. Comput. Simul. 81, No. 3, 578--587 (2010; Zbl 1237.91233) Full Text: DOI
El Haddad, R.; Lécot, C.; L’Ecuyer, P.; Nassif, N. Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space. (English) Zbl 1207.65017 Math. Comput. Simul. 81, No. 3, 560-567 (2010). MSC: 65C40 65C05 60J22 PDFBibTeX XMLCite \textit{R. El Haddad} et al., Math. Comput. Simul. 81, No. 3, 560--567 (2010; Zbl 1207.65017) Full Text: DOI Link
Alexandrov, Vassil N. (ed.) Part special issue: 6th IMACS seminar on Monte Carlo methods. Selected papers based on the presentations at the seminar, Reading, UK, May 2007. (English) Zbl 1213.65008 Math. Comput. Simul. 81, No. 3, 475-587 (2010). MSC: 65-06 65C05 00A72 PDFBibTeX XML
Lanconelli, Nico The importance of Monte Carlo simulations in modeling detectors for Nuclear Medicine. (English) Zbl 1194.92048 Math. Comput. Simul. 80, No. 10, 2109-2114 (2010). MSC: 92C55 92C50 68U20 65C05 92C05 PDFBibTeX XMLCite \textit{N. Lanconelli}, Math. Comput. Simul. 80, No. 10, 2109--2114 (2010; Zbl 1194.92048) Full Text: DOI
Horntrop, David J. Concentration effects in mesoscopic simulation of coarsening. (English) Zbl 1334.65015 Math. Comput. Simul. 80, No. 6, 1082-1088 (2010). MSC: 65C30 60H15 68U20 82C80 PDFBibTeX XMLCite \textit{D. J. Horntrop}, Math. Comput. Simul. 80, No. 6, 1082--1088 (2010; Zbl 1334.65015) Full Text: DOI
Marchi, A.; Liverani, A.; Del Giudice, A. Polynomial pseudo-random number generator via cyclic phase. (English) Zbl 1169.65301 Math. Comput. Simul. 79, No. 11, 3328-3338 (2009). MSC: 65C10 PDFBibTeX XMLCite \textit{A. Marchi} et al., Math. Comput. Simul. 79, No. 11, 3328--3338 (2009; Zbl 1169.65301) Full Text: DOI
Jodrá, P. A closed-form expression for the quantile function of the Gompertz-Makeham distribution. (English) Zbl 1168.62012 Math. Comput. Simul. 79, No. 10, 3069-3075 (2009). MSC: 62E15 65C05 33B30 33C90 PDFBibTeX XMLCite \textit{P. Jodrá}, Math. Comput. Simul. 79, No. 10, 3069--3075 (2009; Zbl 1168.62012) Full Text: DOI
Hsu, Ying-Lin; Lee, Ssu-Lang; Ke, Jau-Chuan A repairable system with imperfect coverage and reboot: Bayesian and asymptotic estimation. (English) Zbl 1158.62066 Math. Comput. Simul. 79, No. 7, 2227-2239 (2009). MSC: 62N05 62F15 62F12 65C05 PDFBibTeX XMLCite \textit{Y.-L. Hsu} et al., Math. Comput. Simul. 79, No. 7, 2227--2239 (2009; Zbl 1158.62066) Full Text: DOI
Yang, Zheng; Tian, Zheng; Yuan, Zixia Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap. (English) Zbl 1140.62070 Math. Comput. Simul. 78, No. 4, 507-513 (2008). MSC: 62M10 62P20 65C05 PDFBibTeX XMLCite \textit{Z. Yang} et al., Math. Comput. Simul. 78, No. 4, 507--513 (2008; Zbl 1140.62070) Full Text: DOI
Cook, Steven Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues. (English) Zbl 1148.62312 Math. Comput. Simul. 77, No. 1, 109-116 (2008). MSC: 62M09 62P05 PDFBibTeX XMLCite \textit{S. Cook}, Math. Comput. Simul. 77, No. 1, 109--116 (2008; Zbl 1148.62312) Full Text: DOI
Burq, Zaeem A.; Jones, Owen D. Simulation of Brownian motion at first-passage times. (English) Zbl 1135.60329 Math. Comput. Simul. 77, No. 1, 64-71 (2008). MSC: 60J65 65C05 PDFBibTeX XMLCite \textit{Z. A. Burq} and \textit{O. D. Jones}, Math. Comput. Simul. 77, No. 1, 64--71 (2008; Zbl 1135.60329) Full Text: DOI
Bruti-Liberati, Nicola; Martini, Filippo; Piccardi, Massimo; Platen, Eckhard A hardware generator of multi-point distributed random numbers for Monte Carlo simulation. (English) Zbl 1135.65300 Math. Comput. Simul. 77, No. 1, 45-56 (2008). MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{N. Bruti-Liberati} et al., Math. Comput. Simul. 77, No. 1, 45--56 (2008; Zbl 1135.65300) Full Text: DOI Link
Fukuda, Kosei Joint detection of unit roots and cointegration: data-based simulation. (English) Zbl 1111.62077 Math. Comput. Simul. 75, No. 1-2, 28-36 (2007). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{K. Fukuda}, Math. Comput. Simul. 75, No. 1--2, 28--36 (2007; Zbl 1111.62077) Full Text: DOI
Cook, Steven A threshold cointegration test with increased power. (English) Zbl 1194.91155 Math. Comput. Simul. 73, No. 6, 386-392 (2007). MSC: 91B82 62P20 65C05 PDFBibTeX XMLCite \textit{S. Cook}, Math. Comput. Simul. 73, No. 6, 386--392 (2007; Zbl 1194.91155) Full Text: DOI
Bellomo, Luis Daniel; Olivier, Guy Harmonic distortion analysis software combining EMTP and Monte Carlo method. (English) Zbl 1107.78305 Math. Comput. Simul. 71, No. 4-6, 299-309 (2006). MSC: 78A55 PDFBibTeX XMLCite \textit{L. D. Bellomo} and \textit{G. Olivier}, Math. Comput. Simul. 71, No. 4--6, 299--309 (2006; Zbl 1107.78305) Full Text: DOI
Garrod, Neil; Pirkovic, Sonja Ratej; Valentincic, Aljosa Testing for discontinuity or type of distribution. (English) Zbl 1086.62060 Math. Comput. Simul. 71, No. 1, 9-15 (2006). MSC: 62G10 65C05 62G35 PDFBibTeX XMLCite \textit{N. Garrod} et al., Math. Comput. Simul. 71, No. 1, 9--15 (2006; Zbl 1086.62060) Full Text: DOI
Korn, Granino A. Model replication techniques for parameter-influence studies and Monte Carlo simulation with random parameters. (English) Zbl 1062.68139 Math. Comput. Simul. 67, No. 6, 501-513 (2005). MSC: 68U20 65C05 PDFBibTeX XMLCite \textit{G. A. Korn}, Math. Comput. Simul. 67, No. 6, 501--513 (2005; Zbl 1062.68139) Full Text: DOI
Heitzinger, Clemens; Hössinger, Andreas; Selberherr, Siegfried An algorithm for smoothing three-dimensional Monte Carlo ion implantation simulation results. (English) Zbl 1106.82325 Math. Comput. Simul. 66, No. 2-3, 219-230 (2004). MSC: 82B80 PDFBibTeX XMLCite \textit{C. Heitzinger} et al., Math. Comput. Simul. 66, No. 2--3, 219--230 (2004; Zbl 1106.82325) Full Text: DOI
Mascagni, Michael; Hwang, Chi-Ok \(\varepsilon\)-shell error analysis for “walk on spheres” algorithms. (English) Zbl 1025.65007 Math. Comput. Simul. 63, No. 2, 93-104 (2003). MSC: 65C05 35J05 65N38 35C15 60J65 PDFBibTeX XMLCite \textit{M. Mascagni} and \textit{C.-O. Hwang}, Math. Comput. Simul. 63, No. 2, 93--104 (2003; Zbl 1025.65007) Full Text: DOI
Ninomiya, Syoiti A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (English) Zbl 1046.91061 Math. Comput. Simul. 62, No. 3-6, 479-486 (2003). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 91B28 68U20 65C99 PDFBibTeX XMLCite \textit{S. Ninomiya}, Math. Comput. Simul. 62, No. 3--6, 479--486 (2003; Zbl 1046.91061) Full Text: DOI
Nilsson, Hans-Erik; Dubaric, Ervin; Hjelm, Mats; Englund, Urban Monte Carlo simulation of the transient response of single photon absorption in X-ray pixel detectors. (English) Zbl 1032.82506 Math. Comput. Simul. 62, No. 3-6, 471-478 (2003). MSC: 82C80 65C05 82D37 PDFBibTeX XMLCite \textit{H.-E. Nilsson} et al., Math. Comput. Simul. 62, No. 3--6, 471--478 (2003; Zbl 1032.82506) Full Text: DOI
Nedjalkov, M.; Kosina, H.; Selberherr, S. Monte Carlo algorithms for stationary device simulations. (English) Zbl 1034.82055 Math. Comput. Simul. 62, No. 3-6, 453-461 (2003). MSC: 82C80 65C05 82D37 PDFBibTeX XMLCite \textit{M. Nedjalkov} et al., Math. Comput. Simul. 62, No. 3--6, 453--461 (2003; Zbl 1034.82055) Full Text: DOI
Marseguerra, Marzio; Zio, Enrico; Patelli, Edoardo; Giacobbo, Francesca; Ventura, Giancarlo; Mingrone, Giorgio Monte Carlo simulation of contaminant release from a radioactive waste deposit. (English) Zbl 1011.92046 Math. Comput. Simul. 62, No. 3-6, 421-430 (2003). MSC: 92D40 60J85 PDFBibTeX XMLCite \textit{M. Marseguerra} et al., Math. Comput. Simul. 62, No. 3--6, 421--430 (2003; Zbl 1011.92046) Full Text: DOI
Li, Yiming; Lu, Hsiao-Mei; Tang, Ting-Wei; Sze, S. M. A novel parallel adaptive Monte Carlo method for nonlinear Poisson equation in semiconductor devices. (English) Zbl 1032.82505 Math. Comput. Simul. 62, No. 3-6, 413-420 (2003). MSC: 82C80 65C05 82D37 PDFBibTeX XMLCite \textit{Y. Li} et al., Math. Comput. Simul. 62, No. 3--6, 413--420 (2003; Zbl 1032.82505) Full Text: DOI
Kosina, H.; Nedjalkov, M.; Selberherr, S. An event bias technique for Monte Carlo device simulation. (English) Zbl 1034.82054 Math. Comput. Simul. 62, No. 3-6, 367-375 (2003). MSC: 82C80 65C05 82D37 PDFBibTeX XMLCite \textit{H. Kosina} et al., Math. Comput. Simul. 62, No. 3--6, 367--375 (2003; Zbl 1034.82054) Full Text: DOI
Bufler, F. M.; Schenk, A.; Fichtner, W. Proof of a simple time-step propagation scheme for Monte Carlo simulation. (English) Zbl 1019.65102 Math. Comput. Simul. 62, No. 3-6, 323-326 (2003). Reviewer: Neville Ford (Chester) MSC: 65R20 45K05 65C05 82C70 PDFBibTeX XMLCite \textit{F. M. Bufler} et al., Math. Comput. Simul. 62, No. 3--6, 323--326 (2003; Zbl 1019.65102) Full Text: DOI
Bordone, P.; Bertoni, A.; Brunetti, R.; Jacoboni, C. Monte Carlo simulation of quantum electron transport based on Wigner paths. (English) Zbl 1017.81030 Math. Comput. Simul. 62, No. 3-6, 307-314 (2003). MSC: 81S30 65C05 82C70 PDFBibTeX XMLCite \textit{P. Bordone} et al., Math. Comput. Simul. 62, No. 3--6, 307--314 (2003; Zbl 1017.81030) Full Text: DOI
Küchler, Uwe; Platen, Eckhard Weak discrete time approximation of stochastic differential equations with time delay. (English) Zbl 1001.65005 Math. Comput. Simul. 59, No. 6, 497-507 (2002). MSC: 65C30 60H10 65C05 60H35 34F05 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{E. Platen}, Math. Comput. Simul. 59, No. 6, 497--507 (2002; Zbl 1001.65005) Full Text: DOI
Angelova, D. S.; Semerdjiev, Tz. A.; Jilkov, V. P.; Semerdjiev, E. A. Application of a Monte Carlo method for tracking maneuvering target in clutter. (English) Zbl 1002.68682 Math. Comput. Simul. 55, No. 1-3, 15-23 (2001). MSC: 68U99 68U20 65C05 PDFBibTeX XMLCite \textit{D. S. Angelova} et al., Math. Comput. Simul. 55, No. 1--3, 15--23 (2001; Zbl 1002.68682) Full Text: DOI
Ota, Masahiro; Nakao, Tomohiko; Sakamoto, Moriyoshi Numerical simulation of molecular motion around laser microengine blades. (English) Zbl 1114.76351 Math. Comput. Simul. 55, No. 1-3, 223-230 (2001). MSC: 76P05 76M25 76N15 78A55 78A60 PDFBibTeX XMLCite \textit{M. Ota} et al., Math. Comput. Simul. 55, No. 1--3, 223--230 (2001; Zbl 1114.76351) Full Text: DOI
Nilsson, H.-E.; Bellotti, E.; Hjelm, M.; Brennan, K. A comparison between different Monte Carlo models in simulation of hole transport in 4H-SiC. (English) Zbl 1114.82315 Math. Comput. Simul. 55, No. 1-3, 199-208 (2001). MSC: 82D37 82C80 82C70 82C40 PDFBibTeX XMLCite \textit{H. E. Nilsson} et al., Math. Comput. Simul. 55, No. 1--3, 199--208 (2001; Zbl 1114.82315) Full Text: DOI
Nedjalkov, M.; Kosina, H. Variance of the ensemble Monte Carlo algorithm for semiconductor transport modeling. (English) Zbl 1114.82314 Math. Comput. Simul. 55, No. 1-3, 191-198 (2001). MSC: 82D37 82C80 82C70 82C40 PDFBibTeX XMLCite \textit{M. Nedjalkov} and \textit{H. Kosina}, Math. Comput. Simul. 55, No. 1--3, 191--198 (2001; Zbl 1114.82314) Full Text: DOI
Lécot, Christian Quasi-randomized numerical methods for systems with coefficients of bounded variation. (English) Zbl 0983.65084 Math. Comput. Simul. 55, No. 1-3, 113-121 (2001). Reviewer: Manuel Calvo (Zaragoza) MSC: 65L06 65C05 65L05 34A34 65L70 PDFBibTeX XMLCite \textit{C. Lécot}, Math. Comput. Simul. 55, No. 1--3, 113--121 (2001; Zbl 0983.65084) Full Text: DOI
Toda, Hiro Y.; McKenzie, C. R. LM tests for unit roots in the presence of missing observations: Small sample evidence. (English) Zbl 0931.62082 Math. Comput. Simul. 48, No. 4-6, 457-468 (1999). MSC: 62M10 62H15 62E20 PDFBibTeX XMLCite \textit{H. Y. Toda} and \textit{C. R. McKenzie}, Math. Comput. Simul. 48, No. 4--6, 457--468 (1999; Zbl 0931.62082) Full Text: DOI
Rjasanow, Sergej; Wagner, Wolfgang On time counting procedures in the DSMC method for rarefied gases. (English) Zbl 0977.76541 Math. Comput. Simul. 48, No. 2, 151-176 (1998). MSC: 76M35 76P05 65C05 PDFBibTeX XMLCite \textit{S. Rjasanow} and \textit{W. Wagner}, Math. Comput. Simul. 48, No. 2, 151--176 (1998; Zbl 0977.76541) Full Text: DOI
Ogawa, Shigeyoshi Some problems in the simulation of nonlinear diffusion processes. (English) Zbl 0824.60064 Math. Comput. Simul. 38, No. 1-3, 217-223 (1995). MSC: 60H10 65C05 PDFBibTeX XMLCite \textit{S. Ogawa}, Math. Comput. Simul. 38, No. 1--3, 217--223 (1995; Zbl 0824.60064) Full Text: DOI
Janicki, Aleksander Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion. (English) Zbl 0824.60082 Math. Comput. Simul. 38, No. 1-3, 97-101 (1995). MSC: 60J60 65C05 PDFBibTeX XMLCite \textit{A. Janicki}, Math. Comput. Simul. 38, No. 1--3, 97--101 (1995; Zbl 0824.60082) Full Text: DOI
Sarper, Hüseyin Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs. (English) Zbl 0800.49057 Math. Comput. Simul. 35, No. 6, 469-480 (1993). MSC: 49M99 93-XX PDFBibTeX XMLCite \textit{H. Sarper}, Math. Comput. Simul. 35, No. 6, 469--480 (1993; Zbl 0800.49057) Full Text: DOI
Rubinstein, Reuven Y. Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models. (English) Zbl 0722.68103 Math. Comput. Simul. 33, No. 1, 1-22 (1991). MSC: 68U20 68M20 65C05 PDFBibTeX XMLCite \textit{R. Y. Rubinstein}, Math. Comput. Simul. 33, No. 1, 1--22 (1991; Zbl 0722.68103) Full Text: DOI
Popescu, Ileana; Vaduva, Ion A survey on computer generation of some classes of stochastic processes. (English) Zbl 0794.60086 Math. Comput. Simul. 33, No. 3, 223-241 (1991). MSC: 60J85 65C05 68U20 PDFBibTeX XMLCite \textit{I. Popescu} and \textit{I. Vaduva}, Math. Comput. Simul. 33, No. 3, 223--241 (1991; Zbl 0794.60086) Full Text: DOI
Lau, H. T. On solving system of nonlinear equations by simulation. (English) Zbl 0646.65044 Math. Comput. Simul. 30, No. 3, 253-256 (1988). Reviewer: G.Merz MSC: 65H10 65C05 PDFBibTeX XMLCite \textit{H. T. Lau}, Math. Comput. Simul. 30, No. 3, 253--256 (1988; Zbl 0646.65044) Full Text: DOI
Rubinstein, Y. R.; Kreimer, J. About one Monte Carlo method for solving linear equations. (English) Zbl 0545.65026 Math. Comput. Simulation 25, 321-334 (1983). Reviewer: R.Zielinski MSC: 65F30 65C05 60J10 PDFBibTeX XMLCite \textit{Y. R. Rubinstein} and \textit{J. Kreimer}, Math. Comput. Simul. 25, 321--334 (1983; Zbl 0545.65026) Full Text: DOI
Looney, Carl G. Monte Carlo simulation with moment matching samples. (English) Zbl 0513.65005 Math. Comput. Simulation 25, 237-240 (1983). MSC: 65C05 68U20 PDFBibTeX XMLCite \textit{C. G. Looney}, Math. Comput. Simul. 25, 237--240 (1983; Zbl 0513.65005) Full Text: DOI
Mars, P.; Mcintosh, F. G.; Baxter, T. High-speed simulation of discrete dynamic probabilistic systems. (English) Zbl 0404.65002 Math. Comput. Simulation 21, 21-38 (1979). MSC: 65C05 60J10 60G50 65N99 68Q45 68U20 PDFBibTeX XMLCite \textit{P. Mars} et al., Math. Comput. Simul. 21, 21--38 (1979; Zbl 0404.65002) Full Text: DOI
Miller, A. J.; Mars, P. Theory and design of a digital stochastic computer random number generator. (English) Zbl 0367.65002 Math. Comput. Simulation 19, 198-216 (1977). MSC: 65C10 68U20 65C05 PDFBibTeX XMLCite \textit{A. J. Miller} and \textit{P. Mars}, Math. Comput. Simul. 19, 198--216 (1977; Zbl 0367.65002) Full Text: DOI