Amanote Research
Register
Sign In
Integrals, Jump-Diffusion Processes and Monte Carlo Simulation
doi 10.22215/etd/2014-10054
Full Text
Open PDF
Abstract
Available in
full text
Date
Unknown
Authors
Yue Huang
Publisher
Carleton University
Related search
A Multi-Level Dimension Reduction Monte-Carlo Method for Jump–diffusion Models
Journal of Computational and Applied Mathematics
Computational Mathematics
Applied Mathematics
Collective Surface Diffusion: N-Fold Way Kinetic Monte Carlo Simulation
Physical Review E
Monte Carlo Simulation of Long-Term Dependent Processes: A Primer
Wilmott
Simulation and the Monte Carlo Method
Technometrics
Modeling
Applied Mathematics
Statistics
Probability
Simulation
Monte Carlo Simulation in Intralogistics
MEST Journal
Monte Carlo Simulation and Numerical Integration
Evaluate Fuzzy Riemann Integrals Using the Monte Carlo Method
Journal of Mathematical Analysis and Applications
Applied Mathematics
Analysis
Monte Carlo Simulation in Statistical Physics
Graduate Texts in Physics
Applying Diffusion-Based Markov Chain Monte Carlo
PLoS ONE
Multidisciplinary