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MONTE CARLO METHODS IN PAGERANK COMPUTATION : WHEN ONE ITERATION IS SUFFICIENTAVRACHENKOV, K; LITVAK, N; NEMIROVSKY, D et al.SIAM journal on numerical analysis. 2008, Vol 45, Num 2, pp 890-904, issn 0036-1429, 15 p.Article

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

A STOCHASTIC ALGORITHM FOR PARAMETRIC SENSITIVITY IN SMOLUCHOWSKI'S COAGULATION EQUATIONBAILLEUL, Ismaël F; MAN, Peter L. W; KRAFT, Markus et al.SIAM journal on numerical analysis. 2011, Vol 48, Num 3, pp 1064-1086, issn 0036-1429, 23 p.Article

QUASI-MONTE CARLO METHOD FOR INFINITELY DIVISIBLE RANDOM VECTORS VIA SERIES REPRESENTATIONSIMAI, Junichi; KAWAI, Reiichiro.SIAM journal on scientific computing (Print). 2011, Vol 32, Num 4, pp 1879-1897, issn 1064-8275, 19 p.Article

STRONG TRACTABILITY OF QUASI-MONTE CARLO QUADRATURE USING NETS FOR CERTAIN BANACH SPACESYUE, Rong-Xian; HICKERNELL, Fred J.SIAM journal on numerical analysis. 2006, Vol 44, Num 6, pp 2559-2583, issn 0036-1429, 25 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

DUALITY THEORY AND PROPAGATION RULES FOR GENERALIZED DIGITAL NETSDICK, Josef; KRITZER, Peter.Mathematics of computation. 2010, Vol 79, Num 270, pp 993-1017, issn 0025-5718, 25 p.Article

Simulation-based tests that can use any number of simulationsRACINE, Jeffrey S; MACKINNON, James G.Communications in statistics. Simulation and computation. 2007, Vol 36, Num 1-3, pp 357-365, issn 0361-0918, 9 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

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