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Rectangular Patchwork for Bivariate Copulas and Tail DependenceDURANTE, Fabrizio; SAMINGER-PLATZ, Susanne; SARKOCI, Peter et al.Communications in statistics. Theory and methods. 2009, Vol 38, Num 13-15, pp 2515-2527, issn 0361-0926, 13 p.Article
ON CORNER AVOIDANCE PROPERTIES OF RANDOM-START HALTON SEQUENCESHARTINGER, Jürgen; ZIEGLER, Volker.SIAM journal on numerical analysis. 2008, Vol 45, Num 3, pp 1109-1121, issn 0036-1429, 13 p.Article
MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS VIA APPROXIMATIVE TRANSITION DENSITIESKAMPEN, Jörg; KOLODKO, Anastasia; SCHOENMAKERS, John et al.SIAM journal on scientific computing (Print). 2010, Vol 31, Num 1, pp 1-22, issn 1064-8275, 22 p.Article
Finite-sample properties of modified unit root tests in the presence structural changeCOOK, Steven.Applied mathematics and computation. 2004, Vol 149, Num 3, pp 625-640, issn 0096-3003, 16 p.Article
CONSTRUCTING ROBUST GOOD LATTICE RULES FOR COMPUTATIONAL FINANCEXIAOQUN WANG.SIAM journal on scientific computing (Print). 2008, Vol 29, Num 2, pp 598-621, issn 1064-8275, 24 p.Article
FROM MESOSCALE BACK TO MICROSCALE: RECONSTRUCTION SCHEMES FOR COARSE-GRAINED STOCHASTIC LATTICE SYSTEMSTRASHORRAS, José; TSAGKAROGIANNIS, Dimitrios K.SIAM journal on numerical analysis. 2011, Vol 48, Num 5, pp 1647-1677, issn 0036-1429, 31 p.Article
OPTIMAL IMPORTANCE SAMPLING PARAMETER SEARCH FOR LÉVY PROCESSES VIA STOCHASTIC APPROXIMATIONKAWAI, Reiichiro.SIAM journal on numerical analysis. 2010, Vol 47, Num 1, pp 293-307, issn 0036-1429, 15 p.Article
APPROXIMATION ALGORITHM AND PERFECT SAMPLER FOR CLOSED JACKSON NETWORKS WITH SINGLE SERVERSKIJIMA, S; MATSUI, T.SIAM journal on computing (Print). 2009, Vol 38, Num 4, pp 1484-1503, issn 0097-5397, 20 p.Article
An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break ProcessesBISAGLIA, Luisa; GEROLIMETTO, Margherita.Communications in statistics. Simulation and computation. 2009, Vol 38, Num 1-2, pp 172-189, issn 0361-0918, 18 p.Article
On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo StudyAWIROTHANANON, Thatphong; CHEUNG, Wai-Kong.Communications in statistics. Simulation and computation. 2009, Vol 38, Num 8-10, pp 1757-1788, issn 0361-0918, 32 p.Article
FAST MONTE CARLO SIMULATION METHODS FOR BIOLOGICAL REACTION-DIFFUSION SYSTEMS IN SOLUTION AND ON SURFACESKERR, Rex A; BARTOL, Thomas M; KAMINSKY, Boris et al.SIAM journal on scientific computing (Print). 2009, Vol 30, Num 6, pp 3126-3149, issn 1064-8275, 24 p.Article
Low discrepancy sequences in high dimensions : How well are their projections distributed?XIAOQUN WANG; SLOAN, Ian H.Journal of computational and applied mathematics. 2008, Vol 213, Num 2, pp 366-386, issn 0377-0427, 21 p.Article
QUASI-MONTE CARLO NUMERICAL INTEGRATION ON ℝs: DIGITAL NETS AND WORST-CASE ERRORDICKT, Josef.SIAM journal on numerical analysis. 2011, Vol 49, Num 3-4, pp 1661-1691, issn 0036-1429, 31 p.Article
AN ACCELERATING QUASI-MONTE CARLO METHOD FOR OPTION PRICING UNDER THE GENERALIZED HYPERBOLIC LÉVY PROCESSIMAI, Junichi; KEN SENG TAN.SIAM journal on scientific computing (Print). 2010, Vol 31, Num 3, pp 2282-2302, issn 1064-8275, 21 p.Article
Adaptive integration for multi-factor portfolio credit loss modelsXINZHENG HUANG; OOSTERLEE, Cornelis W.Journal of computational and applied mathematics. 2009, Vol 231, Num 2, pp 506-516, issn 0377-0427, 11 p.Article
Asymptotic diffusion limit of the symbolic Monte-Carlo method for the transport equationCLOUËT, J.-F; SAMBA, G.Journal of computational physics (Print). 2004, Vol 195, Num 1, pp 293-319, issn 0021-9991, 27 p.Article
The use of the Bloomfield model as an approximation to ARMA processes in the context of fractional integrationGIL-ALANA, L. A.Mathematical and computer modelling. 2004, Vol 39, Num 4-5, pp 429-436, issn 0895-7177, 8 p.Article
COUPLING ALGORITHMS FOR CALCULATING SENSITIVITIES OF SMOLUCHOWSKI'S COAGULATION EQUATIONMAN, Peter L. W; NORRIS, James R; BAILLEUL, IsmaËl F et al.SIAM journal on scientific computing (Print). 2011, Vol 32, Num 2, pp 635-655, issn 1064-8275, 21 p.Article
Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrierWENQUAN YANG; YIJUN HU.Statistics & probability letters. 2009, Vol 79, Num 1, pp 63-69, issn 0167-7152, 7 p.Article
Particle filtering with path sampling and an application to a bimodal ocean current modelWEARE, Jonathan.Journal of computational physics (Print). 2009, Vol 228, Num 12, pp 4312-4331, issn 0021-9991, 20 p.Article
Estimators of influence functionNASSER, Mohammed; ALAM, Mesbahul.Communications in statistics. Theory and methods. 2006, Vol 35, Num 1-3, pp 21-32, issn 0361-0926, 12 p.Article
Transforming low-discrepancy sequences from a cube to a simplexPILLARDS, Tim; COOLS, Ronald.Journal of computational and applied mathematics. 2005, Vol 174, Num 1, pp 29-42, issn 0377-0427, 14 p.Article
Stationary states for the Kac equation with a Gaussian thermostatWENNBERG, Bernt; WONDMAGEGNE, Yosief.Nonlinearity (Bristol. Print). 2004, Vol 17, Num 2, pp 633-648, issn 0951-7715, 16 p.Article
PRACTICAL VARIANCE REDUCTION VIA REGRESSION FOR SIMULATING DIFFUSIONSMILSTEIN, G. N; TRETYAKOV, M. V.SIAM journal on numerical analysis. 2010, Vol 47, Num 2, pp 887-910, issn 0036-1429, 24 p.Article
ERROR ANALYSIS OF COARSE-GRAINING FOR STOCHASTIC LATTICE DYNAMICSKATSOULAKIS, Markos A; PLECHAC, Petr; SOPASAKIS, Alexandros et al.SIAM journal on numerical analysis. 2006, Vol 44, Num 6, pp 2270-2296, issn 0036-1429, 27 p.Article