Monte Carlo Methods and Applications
Volume 12, 2006

Contents

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Number 1, pp.1-97

Dick, Josef and Kritzer, Peter
A best possible upper bound on the star discrepancy of (t, m,2)-nets
1-17

Mosbach, S. and Kraft, M.
Explicit stochastic ODE solution methods applied to high-temperature combustion
19-45

Owen, Art B.
On the Warnock-Halton quasi-standard error
47-54

Sabelfeld, K.K.; Shalimova, I.A.; Levykin, A.I.
Random Walk on Fixed Spheres for Laplace and Lamé equations
55-93


Number 2, pp.99-189

Dick, Josef
A Taylor space for multivariate integration
99-112

Halton, John H.
Sequential Monte Carlo Techniques for Solving Non-Linear Systems
113-141

Kahl, Christian; Schurz, Henri
Balanced Milstein Methods for Ordinary SDEs
143-170

Kawai, Reiichiro
An importance sampling method based on the density transformation of Lévy processes
171-186


Number 3-4, pp.191-345

Bruti-Liberati, Nicola; Nikitopoulos-Sklibosios, Christina; Platen, Eckhard
First Order Strong Approximations of Jump Diffusions
191-209

Kurbanmuradov, O.; Sabelfeld, K.
Exponential bounds for the probability deviations of sums of random fields
211-229

Leobacher, G.
Stratified sampling and quasi-Monte Carlo simulation of Lévy processes
231-238

Lin, Ting Hsiang
A comparison of model selection indices for nested latent class models
239-259

Mansor, Siti Nurleena Abu; Baharum, Adam; Kamil, Anton Abdulbasah
Portfolio Resampling in Malaysian Equity Market
261-269

Nieto, F. J. Rodríguez; Pasquale, M.A.; Martins, M.E.; Bareilles, F.A.; Arvia, A.J.
Monte Carlo Simulations of Solid 2D Phase Growth on 1D Solid Substrates with Square-Wave Surface Profiles. Influence of Hole Design and Depositing Particle Surface Diffusion
271-289

Wells, C.G.
A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions
291-342

Number 5-6, pp.347-501

Bender, Christian; Kolodko, Anastasia; Schoenmakers, John
Policy iteration for american options: overview
347-362

Ermakov, S.M.; Rukavishnikova, A.
Quasi- Monte Carlo algorithms for solving linear algebraic equations
363-384

Gil, Manuel; Gonnet, Gaston H.; Petersen, Wesley P.
A Repetition Test for Pseudo-Random Number Generators
385-393

Kurbanmuradov, O.; Sabelfeld, K.
Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
395-445

Nadarajah, Saralees; Kotz, Samuel
Determination of Software Reliability based on Multivariate Exponential, Lomax and Weibull Models
447-459

Ngnepieba, Pierre; Hussaini, M.Y.; Debreu, Laurent
Optimal Control and Stochastic Parameter Estimation
461-476

Piterbarg, Leonid I.
Parameter estimation in multi particle Lagrangian stochastic models
477-493

Sahoo, L.N.; Sahoo, R.K.; Senapati, S.C.
An Empirical Study on the Accuracy of Ratio and Regression Estimators in the Presence of Measurement Errors
495-501


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