Monte Carlo Methods and Applications

Managing Editor: K.K.Sabelfeld

Institute of Computational Mathematics and Mathematical Geophysics,
Russian Academy of Sciences, Siberian Branch,
Lavrentjeva 6, Novosibirsk 630090, RUSSIA

Publisher's website of the journal

Editorial Board

K.Binder Mainz, Germany
G.A.Bird Killara, Australia
N.Bouleau Paris, France
C.Cercignani Milano, Italy
A.J.Chorin Berkeley, USA
I.Dimov Sophia, Bulgaria
A.Dubi Beer-Sheva, Israel
A.D.Egorov Minsk, Belarus
S.M.Ermakov St.Petersburg, Russia
J.H.Halton Chapel Hill, USA
S.Heinrich Kaiserslautern, Germany
M.A.Kalos Ithaca, USA
M.Kulmala Helsinki, Finland
O.Kurbanmuradov Ashgabat, Turkmenistan
D.Lepingle Orleans, France
M.Mascagni Tallahassee, USA
P.Mathe Berlin, Germany
H.Neunzert Kaiserslautern, Germany
N.Newton Colchester, UK
H.Niederreiter Singapore, Singapore
S.Ogawa Kanazawa, Japan
S.Orszag New Haven, USA
E.Platen Sidney, Australia
B.L.Sawford Aspendale, Australia
J.Schoenmakers Berlin, Germany
N.A.Simonov Novosibirsk, Russia
I.M.Sobol Moscow, Russia
J.Spanier Claremont, USA
D.Talay Valbonne, France
W.Wagner Berlin, Germany

Aims and Scope

This quarterly journal aims to present original articles on the theory and applications of Monte Carlo methods. Stimulated by the progress in modern computers the development of Monte Carlo methods and applications have been numerous in the past decades, however, the articles in this field are scattered all over the world in journals which are quite different in aims and scope. The picture is even more stochastic since the developments in the East and West have gone often in different directions.

Issues will contain high-quality papers on various topics in the theory of Monte Carlo methods, quasi-Monte Carlo, integration using ergodicity as well as papers dealing with new stochastic models in various applied fields. In addition, the journal will publish selected and refereed papers from Monte Carlo workshops and conferences.

The following topics are covered:

Subscription Information

ISSN 0929-9629 (print)
ISSN 1569-3961 (online)

MONTE CARLO METHODS AND APPLICATIONS has four issues per year, with approximately 100 pages per issue.

Volume 17 (2011):
Annual subscription rate
Print only or online only Euro 849.00
Print + online Euro 977.00
Single issue - Print only Euro 234.00


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Volume 16, 2010
Volume 15, 2009
Volume 14, 2008
Volume 13, 2007
Volume 12, 2006
Volume 11, 2005
Volume 10, 2004
Volume 9, 2003
Volume 8, 2002
Volume 7, 2001
Volume 6, 2000
Volume 5, 1999
Volume 4, 1998
Volume 3, 1997
Volume 2, 1996
Volume 1, 1995