What Monte Carlo models can do and cannot do efficiently?-Reference-Cited by-同舟云学术

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What Monte Carlo models can do and cannot do efficiently?

Published:2008-08 Issue:8 Volume:32 Page:1477-1500
ISSN:0307-904X
Container-title:Applied Mathematical Modelling
language:en
Short-container-title:Applied Mathematical Modelling

Author:

Atanassov Emanouil,Dimov Ivan T.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation

Reference75 articles.

1. The Monte Carlo method;Shreider,1966

2. The Monte Carlo method;Metropolis;J. Am. Statist. Assoc.,1949

3. Monte Carlo Methods and Mixed Problems;Ermakov,1985

4. G. Comte de Buffon, Essai d’arithmetique morale, Suppl. l’Histoire Naturalle, 4, 1777.

5. M.H. Kalos, P.A. Whitlock, Monte Carlo Methods, Basics, vol. 1, Wiley, New York, 1986.

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