Found: 24
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Signature-based validation of real-world economic scenarios.
- Published in:
- Astin Bulletin, 2024, v. 54, n. 2, p. 410, doi. 10.1017/asb.2024.12
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- Article
Quantization and martingale couplings.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2022, v. 19, n. 1, p. 1, doi. 10.30757/ALEA.v19-01
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- Article
Existence of a calibrated regime switching local volatility model.
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- Mathematical Finance, 2020, v. 30, n. 2, p. 501, doi. 10.1111/mafi.12231
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- Article
SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 3, p. N.PAG, doi. 10.1142/S021902491950002X
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- Article
A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data.
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- Journal of Hyperbolic Differential Equations, 2016, v. 13, n. 3, p. 441, doi. 10.1142/S0219891616500144
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- Article
Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators.
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- Monte Carlo Methods & Applications, 2016, v. 22, n. 3, p. 197, doi. 10.1515/mcma-2016-0109
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- Article
Capital distribution and portfolio performance in the mean-field Atlas model.
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- Annals of Finance, 2015, v. 11, n. 2, p. 151, doi. 10.1007/s10436-014-0258-5
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- Article
Efficiency of the Wang–Landau Algorithm: A Simple Test Case.
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- Applied Mathematics Research eXpress, 2014, v. 2014, n. 2, p. 275
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- Article
Lévy flights in evolutionary ecology.
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- Journal of Mathematical Biology, 2012, v. 65, n. 4, p. 677, doi. 10.1007/s00285-011-0478-5
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- Article
On adaptive stratification.
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- Annals of Operations Research, 2011, v. 189, n. 1, p. 127, doi. 10.1007/s10479-009-0638-9
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- Article
CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION.
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- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 6, p. 867, doi. 10.1142/S0219024911006772
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- Article
Adaptive Optimal Allocation in Stratified Sampling Methods.
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- Methodology & Computing in Applied Probability, 2010, v. 12, n. 3, p. 335, doi. 10.1007/s11009-008-9108-0
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- Article
Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process.
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- Modélisation Mathématique et Analyse Numérique, 2010, v. 44, n. 5, p. 831, doi. 10.1051/m2an/2010044
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- Article
Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options.
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- 2010
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- Erratum
DOES WASTE RECYCLING REALLY IMPROVE THE MULTI-PROPOSAL METROPOLIS-HASTINGS ALGORITHM? AN ANALYSIS BASED ON CONTROL VARIATES.
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- Journal of Applied Probability, 2009, v. 46, n. 4, p. 938, doi. 10.1239/jap/1261670681
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- Article
GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS.
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- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 6, p. 545, doi. 10.1142/S0219024908004920
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- Article
PROBABILISTIC APPROXIMATION OF A NONLINEAR PARABOLIC EQUATION OCCURRING IN RHEOLOGY.
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- Journal of Applied Probability, 2007, v. 44, n. 2, p. 528, doi. 10.1239/jap/1183667419
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- Article
Exact retrospective Monte Carlo computation of arithmetic average Asian options.
- Published in:
- Monte Carlo Methods & Applications, 2007, v. 13, n. 2, p. 135, doi. 10.1515/mcma.2007.008
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- Article
Diffusion Monte Carlo method: Numerical Analysis in a Simple Case.
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- Modélisation Mathématique et Analyse Numérique, 2007, v. 41, n. 2, p. 189, doi. 10.1051/m2an:2007017
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- Publication type:
- Article
QUANTUM MONTE CARLO SIMULATIONS OF FERMIONS:: A MATHEMATICAL ANALYSIS OF THE FIXED-NODE APPROXIMATION.
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- Mathematical Models & Methods in Applied Sciences, 2006, v. 16, n. 9, p. 1403, doi. 10.1142/S0218202506001583
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- Article
Long-Time Asymptotics of a Multiscale Model for Polymeric Fluid Flows.
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- Archive for Rational Mechanics & Analysis, 2006, v. 181, n. 1, p. 97, doi. 10.1007/s00205-005-0411-4
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- Article
PROBABILISTIC INTERPRETATION AND PARTICLE METHOD FOR VORTEX EQUATIONS WITH NEUMANN'S BOUNDARY CONDITION.
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- Proceedings of the Edinburgh Mathematical Society, 2004, v. 47, n. 3, p. 597, doi. 10.1017/s0013091503000142
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- Article
Numerical Analysis of Micro–Macro Simulations of Polymeric Fluid Flows: A Simple Case.
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- Mathematical Models & Methods in Applied Sciences, 2002, v. 12, n. 9, p. 1205, doi. 10.1142/S0218202502002100
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- Article
A STOCHASTIC PARTICLE METHOD FOR THE SOLUTION OF A 1D VISCOUS SCALAR CONSERVATION LAW IN A BOUNDED INTERVAL.
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- Monte Carlo Methods & Applications, 2001, v. 7, n. 1/2, p. 45, doi. 10.1515/mcma.2001.7.1-2.45
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- Publication type:
- Article