Simulation and Monte Carlo
Markov chainMarkov chain Monte CarlomethodMonte Carlo methodspseudo-random numbersrandom number generationsimulation and financesimulationsstandard distributionstextbookuniform random numbersvariance reduction
General theory of distribution modulo (1) (11K06) Pseudo-random numbers; Monte Carlo methods (11K45) Probability distributions: general theory (60E05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Characterization and structure theory of statistical distributions (62E10) Analysis of variance and covariance (ANOVA) (62J10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Probabilistic methods, stochastic differential equations (65Cxx) Numerical methods (including Monte Carlo methods) (91G60)
- 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
- 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
- A general method of computing mixed Poisson probabilities by Monte Carlo sampling
- Discussion on: ``A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes (Graf and Korn)
- Monte Carlo simulation with applications to finance.
- scientific article; zbMATH DE number 6531373 (Why is no real title available?)
- scientific article; zbMATH DE number 5774855 (Why is no real title available?)
- 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
- Stochastic filtering methods in electronic trading
- Progressively Type-II censored competing risks data for exponential distributions based on sequential order statistics
- Monte-Carlo simulation-based statistical modeling
- Bayesian quantile regression for ordinal models
- Universal methods for generating random variables with a given characteristic function
- Bayesian estimation under a mixture of the Burr type XII distribution and its reciprocal
- Finance with Monte Carlo
- Handbook in Monte Carlo simulation. Applications in financial engineering, risk management, and economics
- Conditional expectation strategy under the long memory Heston stochastic volatility model
- Discretization-based direct random sample generation
- Generating generalized inverse Gaussian random variates
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