M. L. Huang, M. Pollanen and W. K. Yuen
An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto
Distribution
1-20
Saralees Nadarajah
Comparison of Time-to-Event Data for Clinical Trials
21-35
Gilles Pages
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and
Complexity
37-70
K. Sabelfeld, A. Levykin and T. Privalova
A Fast Stratified Sampling Simulation of Coagulation Processes
71-88
Ilya M. Sobol' and Boris V. Shukhman
On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random
Errors
89-97
Shigeyoshi Ogawa and Koji Wakayama
On a real-time scheme for the estimation of volatility
99-116
Christian Roth
Weak approximations of solutions of a first order hyperbolic stochastic
partial differential equation
117-133
Benjamin Jourdain and Mohamed Sbai
Exact retrospective Monte Carlo computation of arithmetic average Asian
options
135-171
Hossein Arsham
Monte Carlo Techniques for Parametric Finite Multidimensional
Integral Equations
173-195
Reiichiro Kawai
Adaptive Monte Carlo Variance Reduction with Two-time-scale
Stochastic Approximation
197-217
Trifon I. Missov
Integral Evaluation Using the \Delta^2-distribution. Simulation and
Illustration
219-225
V. Nekrutkin and M. Samakhova
Admissible and Asymptotically Optimal Linear Congruential
Generators
227-244
K. P. Vidya
Pollard's rho attack on ECDLP and Threshold Schemes
245-252
Francesc Castro, Gustavo Patow, Mateu Sbert and John H. Halton
Fast GPU-based reuse of paths in radiosity
253-273
A. D. Egorov
Approximations for expectations of functionals of solutions to
stochastic differential equations
275-285
V. Malyutin
On approximation of matrix valued functional integrals
287-298
M. Nedjalkov, D. Vasileska, I. Dimov and G. Arsov
Mixed initial-boundary value problem in particle modeling of microelectronic
devices
299-331
A. A. Gormin and Y. N. Kashtanov
The weighted variance minimization for options pricing
333-351
Wilfried Grecksch and Christian Roth
A quasilinear stochastic partial differential equation driven by fractional
white noise
353-367
C. Lecot and A. Tarhini
A quasi-stochastic simulation of the general dynamics equation for aerosols
369-388
Saralees Nadarajah
Skewed distributions generated by the Student's t kernel
389-404
Karl Sabelfeld
Expansion of random boundary excitations for elliptic PDEs
405-453
I. M. Sobol' and E. E. Myshetskaya
Monte Carlo estimators for small sensitivity indices
455-465
Anton Voytishek, Alexandr Myasnikov and Leonid Saneev
A use of algorithms for numerical modeling of order statistics
467-483