All 2023 2022 2021 2020 2012 2011 2010 2009 2008 Other
All Journal Article Presentation
Insurance: Mathematics and Economics
Volume: 109 Pages: 1-28
10.1016/j.insmatheco.2022.12.003
SIAM Journal on Scientific Computing
Volume: 45 Issue: 2 Pages: A898-A932
10.1137/21m1430996
Structural Safety
Volume: 101 Pages: 102292-102292
10.1016/j.strusafe.2022.102292
Probabilistic Engineering Mechanics
Volume: 72 Pages: 103443-103443
10.1016/j.probengmech.2023.103443
ACM Transactions on Modeling and Computer Simulation
Volume: 33 Issue: 1-2 Pages: 1-24
10.1145/3573386
Probability Surveys
Volume: 20 Issue: none Pages: 486-567
10.1214/23-ps18
European Journal of Operational Research
Volume: 302 Issue: 3 Pages: 1255-1271
10.1016/j.ejor.2022.01.040
Journal of Theoretical Probability
Volume: 36 Issue: 2 Pages: 0-0
10.1007/s10959-022-01185-x
Physica Scripta
Volume: 98 Issue: 1 Pages: 015006-015006
10.1088/1402-4896/aca3d8
Physica A: Statistical Mechanics and its Applications
Volume: 588 Pages: 126570-126570
10.1016/j.physa.2021.126570
Statistics & Probability Letters
Volume: 182 Pages: 109301-109301
10.1016/j.spl.2021.109301
Statistics & Probability Letters
Volume: 174 Pages: 109091-109091
10.1016/j.spl.2021.109091
Volume: 18 Issue: none Pages: 201-271
10.1214/20-ps359
Chaos: An Interdisciplinary Journal of Nonlinear Science
Volume: 31 Issue: 9 Pages: 093107-093107
10.1063/5.0054330
Journal of Physics A: Mathematical and Theoretical
Volume: 53 Issue: 9 Pages: 095002-095002
10.1088/1751-8121/ab69a5
SIAM Journal on Control and Optimization
Volume: 58 Issue: 6 Pages: 3709-3733
10.1137/18m1232231
Journal of Mathematical Analysis and Applications
Volume: 483 Issue: 1 Pages: 123608-123608
10.1016/j.jmaa.2019.123608
Quantitative Finance
Volume: (Published online) Issue: 8 Pages: 1303-1316
10.1080/14697688.2011.589403
ESAIM : Probability and Statistics
Volume: (to appear) Pages: 13-32
10.1051/ps/2011101
Communications in Statistics-Simulation and Computation
Volume: 41(1) Issue: 1 Pages: 125-139
10.1080/03610918.2011.582561
Proceedings of the Royal Society A
Volume: 468 Issue: 2141 Pages: 1428-1451
10.1098/rspa.2011.0665
Monte Carlo andQuasi-Monte Carlo Methods 2010(H.Wozniakowski, L.Plaskota (Eds.))(Springer-Verlag)
Volume: (to appear)
Physica A
Volume: 390(23-24) Issue: 23-24 Pages: 4411-4425
10.1016/j.physa.2011.07.028
Monte Carlo Methods and Applications
Volume: 17(3) Issue: 3 Pages: 279-300
10.1515/mcma.2011.012
Communications in Statistics-Theory and Methods
Volume: (to appear) Issue: 9 Pages: 1628-1636
10.1080/03610926.2011.594540
SCIE Journal Systems, Control and Information
Volume: 55(12) Pages: 505-512
Journal of Computational and Applied Mathematics
Volume: 235(8) Issue: 8 Pages: 2873-2887
10.1016/j.cam.2010.12.014
Applied Mathematical Modelling
Volume: (to appear) Issue: 12 Pages: 6291-6300
10.1016/j.apm.2012.02.019
Mathematical Finance
Volume: 21(4) Pages: 723-742
Volume: Vol.235 No.8 Pages: 2873-2887
Statistics and Probability Letters
Volume: 81(4) Issue: 4 Pages: 460-469
10.1016/j.spl.2010.12.011
Stochastic Models
Volume: Vol.27 No.1(In press)
Computational Statistics
Volume: (to appear) Issue: 4 Pages: 739-755
10.1007/s00180-011-0288-7
Volume: Vol.81 No.4 Pages: 460-469
Applied Numerical Mathematics
Volume: Vol.61(In press)
Volume: (In press)
Volume: 27(1) Issue: 1 Pages: 26-49
10.1080/15326349.2011.542721
Volume: 61(5) Issue: 5 Pages: 641-650
10.1016/j.apnum.2010.10.012
Volume: Vol.20 No.2
Mathematical Finance (In press)
ACM Transaction on Modeling and Computer Simulation (In press)
Volume: Vol.32 No.4 Pages: 1879-1897
IAENG International Journal of Applied Mathematics
Volume: Vol.40 No.4 Pages: 239-246
Applied Mathematical Finance
Volume: Vol.17 Pages: 301-321
Perspective in Mathematical System Theory, Control and Signal Processing
Pages: 263-272
Pages: 1466-4313
Applied Mathematical Finance (In press)
2009 IEEE Conference on Decision and Control (CDC) (In press)
Volume: 80 Pages: 42-49
Statistics and Probability Letters Vol.80, No.1
Pages: 42-49
International Journal of Theoretical and Applied Finance 12
Pages: 283-295
Quantitative Finance Vol.9、 No.5
Pages: 597-606
Perspec. in Math. Sys. Theory, Ctrl., & Signal Process., S.Hara et al. (Eds)LNCIS、Springer-Verlag Berlin Heidelberg 398
ICROS-SICE International Joint Conference 2009(ICCAS-SICE 2009)
Pages: 3902-3907
International Journal of Theoretical and Applied Finance Vol.12、 No.3
SIAM Journal on Numerical Analysis 47(1)
Pages: 293-307
Methodology and Computing in Applied Probability 10(2)
Pages: 199-223
Quantitative Finance (In press)
Quantitative Finance (forthcoming)
ACM Transactions on Modeling and Computer Simulation (In press)
Numerical Mathematics and Advanced Applications 2011(A.Cangiani et al.(Eds.)(Springer-Verlag)
Physical Review E
Volume: 85(2)021907(to appear) Pages: 2012-2012
International Journal of Theoretical and Applied Finance (forthcoming)
