Article
Publicly Available
Frontmatter
Published/Copyright:
December 1, 2018
Published Online: 2018-12-01
Published in Print: 2018-12-01
© 2018 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Nesting Monte Carlo for high-dimensional non-linear PDEs
- Strong rate of convergence for the Euler–Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- Global sensitivity analysis for a stochastic flow problem
- Sampling from the 𝒢I0 distribution
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
- On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters
- Random walk algorithms for elliptic equations and boundary singularities
Articles in the same Issue
- Frontmatter
- Nesting Monte Carlo for high-dimensional non-linear PDEs
- Strong rate of convergence for the Euler–Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- Global sensitivity analysis for a stochastic flow problem
- Sampling from the 𝒢I0 distribution
- A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
- On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters
- Random walk algorithms for elliptic equations and boundary singularities