Monte Carlo Methods Appl.

Keyphrases

Publications

volume 30, number 1, 2024

Frontmatter. Monte Carlo Methods Appl. 30 (1) (2024)
Faiz Bahaj, Kamal Hiderah
Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. Monte Carlo Methods Appl. 30 (1) (2024)
Yasmina Djabali, Sedda Hakmi, Nabil Zougab, Djamil Aïssani
Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system. Monte Carlo Methods Appl. 30 (1) (2024)
Emmanuel Coffie
Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition. Monte Carlo Methods Appl. 30 (1) (2024)
Nikolaos Halidias
Option pricing: Examples and open problems. Monte Carlo Methods Appl. 30 (1) (2024)
Irina A. Shalimova, Karl Sabelfeld
Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations. Monte Carlo Methods Appl. 30 (1) (2024)
Getut Pramesti, Ristu Saptono
On the estimation of periodic signals in the diffusion process using a high-frequency scheme. Monte Carlo Methods Appl. 30 (1) (2024)
Alex Rodrigo dos S. Sousa
A wavelet-based method in aggregated functional data analysis. Monte Carlo Methods Appl. 30 (1) (2024)

volume 30, number 2, 2024

volume 29, number 1, 2023

volume 29, number 2, 2023

volume 29, number 3, 2023

volume 29, number 4, 2023

volume 28, number 2, 2022

Hamida Talhi, Hiba Aiachi, Nadji Rahmania
Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data. Monte Carlo Methods Appl. 28 (2) (2022)

volume 28, number 3, 2022

volume 28, number 4, 2022