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Publication Date:
December 2004
ISSN:
1569-3961

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Managing Editor: Sabelfeld, Karl K.

Editorial Board Member: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

4 Issues per year

Mathematical Citation Quotient 2011: 0.06

VolumeIssuePage

Issues

Issue 3-4 (Dec 2004), pp. 183 - 652

Foreword

Sabelfeld, Karl

Page i

QMC techniques for CAT bond pricing *

Albrecher, Hansjörg / Hartinger, Jürgen / Tichy, Robert F.

Page 197

Frequency Analysis of Semiconductor Devices Using Full-Band Cellular Monte Carlo Simulations

Branlard, J. / Aboud, S. / Osuch, P. / Goodnick, S. / Saraniti, M.

Page 227

Normalization of the Spectral Test in High Dimensions

Entacher, Karl / Laimer, Gerold / Röck, Harald / Uhl, Andreas

Page 265

Parallel Quasirandom Walks on the Boundary

Karaivanova, Aneta / Mascagni, Michael / Simonov, Nikolai A.

Page 311

Upper Bounds for Bermudan Style Derivatives

Kolodko, A. / Schoenmakers, J.

Page 331

Smoothed Transformed Density Rejection *

Leydold, Josef / Hörmann, Wolfgang

Page 393

Adaptive adjoint Monte Carlo simulation for the uncertainty

Made, M. Magolu monga / Smidts, O. F. / Dubus, A.

Page 403

A Nuclear Measurement Technique of Water Penetration in Concrete Barriers

Marseguerra, M. / Padovani, E. / Zio, E. / Patelli, F. Giacobbo E.

Page 415

On the Scrambled Halton Sequence

Mascagni, Michael / Chi, Hongmei

Page 435

Full band Monte Carlo simulation - beyond the semiclassical approach

Nilsson, Hans-Erik / Martinez, Antonio / Hjelm, Mats

Page 481

Quasirandom Sequences in Branching Random Walks *

Rasulov, Abdujabor / Karaivanova, Aneta / Mascagni, Michael

Page 551

Reusing paths in radiosity and global illumination

Sbert, Mateu / Bekaert, Philippe / Halton, John

Page 575

Measures of Uniform Distribution in Wavelet Based Image Compression

Schell, Thomas / Uhl, Andreas / Zinterhof, Peter

Page 587

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