Jump to ContentJump to Main Navigation
Show Summary Details
More options …

Monte Carlo Methods and Applications

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


CiteScore 2016: 0.70

SCImago Journal Rank (SJR) 2016: 0.647
Source Normalized Impact per Paper (SNIP) 2016: 0.908

Mathematical Citation Quotient (MCQ) 2016: 0.33

Online
ISSN
1569-3961
See all formats and pricing
More options …
Volume 7, Issue 1-2 (Jan 2001)

Issues

A stochastic quantization method for nonlinear problems

Vlad BALLY / Gilles PAGÈS / Jacques PRINTEMS
Published Online: 2009-10-16 | DOI: https://doi.org/10.1515/mcma.2001.7.1-2.21

About the article

Published Online: 2009-10-16

Published in Print:


Citation Information: Monte Carlo Methods and Applications, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: https://doi.org/10.1515/mcma.2001.7.1-2.21.

Export Citation

Citing Articles

Here you can find all Crossref-listed publications in which this article is cited. If you would like to receive automatic email messages as soon as this article is cited in other publications, simply activate the “Citation Alert” on the top of this page.

[1]
Jean-Claude Fort and Gilles Pagès
Journal of Computational and Applied Mathematics, 2002, Volume 146, Number 2, Page 253
[2]
Juan Miguel Montes, Valentina Prezioso, and Wolfgang J. Runggaldier
SIAM Journal on Financial Mathematics, 2014, Volume 5, Number 1, Page 557
[3]
Sylvain Delattre, Jean-Claude Fort, and Gilles Pagès
Communications in Statistics - Theory and Methods, 2004, Volume 33, Number 5, Page 1087
[4]
Vlad Bally, Gilles Pages, and Jacques Printems
Mathematical Finance, 2005, Volume 15, Number 1, Page 119
[5]
G. N. Milstein and M. V. Tretyakov
SIAM Journal on Scientific Computing, 2006, Volume 28, Number 2, Page 561

Comments (0)

Please log in or register to comment.
Log in