Simulation and Monte Carlo
Markov chainMarkov chain Monte Carlosimulationsvariance reductionMonte Carlo methodsrandom number generationtextbookmethodpseudo-random numbersstandard distributionsuniform random numberssimulation and finance
Probability distributions: general theory (60E05) Computational methods in Markov chains (60J22) Analysis of variance and covariance (ANOVA) (62J10) Numerical methods (including Monte Carlo methods) (91G60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Queueing theory (aspects of probability theory) (60K25) Discrete-time Markov processes on general state spaces (60J05) General theory of distribution modulo (1) (11K06) Pseudo-random numbers; Monte Carlo methods (11K45) Probabilistic methods, stochastic differential equations (65Cxx)
- Monte Carlo simulation with applications to finance.
- scientific article; zbMATH DE number 1999206
- Stochastic simulation and applications in finance with Matlab programs. With CD-ROM.
- Handbook of Monte Carlo Methods
- Handbook in Monte Carlo simulation. Applications in financial engineering, risk management, and economics
- scientific article; zbMATH DE number 5774855 (Why is no real title available?)
- Discussion on: ``A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes (Graf and Korn)
- Conditional expectation strategy under the long memory Heston stochastic volatility model
- Finance with Monte Carlo
- Stochastic filtering methods in electronic trading
- Stochastic simulation and applications in finance with Matlab programs. With CD-ROM.
- scientific article; zbMATH DE number 2028656 (Why is no real title available?)
- A non-conventional hybrid numerical approach with multi-dimensional random sampling for cocaine abuse in Spain
- Bayesian estimation under a mixture of the Burr type XII distribution and its reciprocal
- Universal methods for generating random variables with a given characteristic function
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function
- Bayesian estimation of generalized hyperbolic skewed student GARCH models
- scientific article; zbMATH DE number 6531373 (Why is no real title available?)
- Discretization-based direct random sample generation
- Handbook in Monte Carlo simulation. Applications in financial engineering, risk management, and economics
- Progressively Type-II censored competing risks data for exponential distributions based on sequential order statistics
- Generating generalized inverse Gaussian random variates
- Monte-Carlo simulation-based statistical modeling
- Bayesian quantile regression for ordinal models
- A general method of computing mixed Poisson probabilities by Monte Carlo sampling
- Monte Carlo simulation with applications to finance.
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