Monte-Carlo algorithms for a forward Feynman–Kac-type representation for semilinear nonconservative partial differential equations (English)
- New search for: Le Cavil, Anthony
- New search for: Oudjane, Nadia
- New search for: Russo, Francesco
- New search for: Le Cavil, Anthony
- New search for: Oudjane, Nadia
- New search for: Russo, Francesco
In:
Monte Carlo Methods and Applications
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24
, 1
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55-70
;
2018
- Article (Journal) / Electronic Resource
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Title:Monte-Carlo algorithms for a forward Feynman–Kac-type representation for semilinear nonconservative partial differential equations
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Contributors:
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Published in:Monte Carlo Methods and Applications ; 24, 1 ; 55-70
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Publisher:
- New search for: De Gruyter
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Publication date:2018-03-01
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Size:16 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 24, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Fast generation of isotropic Gaussian random fields on the sphereCreasey, Peter E. / Lang, Annika et al. | 2018
- 13
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Weather derivatives pricing using regime switching modelEvarest, Emmanuel / Berntsson, Fredrik / Singull, Martin / Yang, Xiangfeng et al. | 2018
- 29
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Pricing barrier options in the Heston model using the Heath–Platen estimatorCoskun, Sema / Korn, Ralf et al. | 2018
- 43
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Random walk on spheres method for solving anisotropic drift-diffusion problemsShalimova, Irina / Sabelfeld, Karl K. et al. | 2018
- 55
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Monte-Carlo algorithms for a forward Feynman–Kac-type representation for semilinear nonconservative partial differential equationsLe Cavil, Anthony / Oudjane, Nadia / Russo, Francesco et al. | 2018
- 71
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A new hybrid cuckoo search and firefly optimizationElkhechafi, Mariam / Hachimi, Hanaa / Elkettani, Youssfi et al. | 2018
- i
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Frontmatter| 2018