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  • Search: subject:"Monte Carlo algorithms"
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Subject
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Monte Carlo algorithms 10 Markov Chain Monte Carlo algorithms 5 Markov chain Monte Carlo algorithms 5 American options 3 Kernel densities 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Optimal bandwidth 3 Receiver operating characteristic curve 3 Semi-parametric binary response models 3 optimal stopping 3 Algorithm 2 Algorithmus 2 Birth-and-death process 2 CIR and Vasicek models 2 Hidden Markov model 2 Kleinste-Quadrate-Methode 2 Least squares method 2 Markov chain 2 Mixture distribution 2 Option pricing theory 2 Optionspreistheorie 2 Rao–Blackwellization 2 Rescaling 2 Search theory 2 Suchtheorie 2 double truncation 2 least-squares regression 2 model selection 2 purchasing power parity 2 statistical learning theory 2 Adaptive Monte Carlo algorithms 1 Applied general equilibrium analysis 1 Bayes-Statistik 1 Block bootstrap 1 Boltzman transport equation 1 Capital Asset Pricing Model 1 Conditional Kolmogorov test 1 Convergence 1 Deviance information criterion 1
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Online availability
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Undetermined 11 Free 6
Type of publication
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Article 12 Book / Working Paper 9
Type of publication (narrower categories)
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Working Paper 3 Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1
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Language
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Undetermined 13 English 8
Author
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Tsurumi, Hiroki 7 Shen, Xiangjin 5 Li, Shiliang 3 Cappé, Olivier 2 Dimov, I. 2 Goldman, Elena 2 Nedjalkov, M. 2 Robert, Christian P. 2 Ryden, Tobias 2 Zanger, Daniel Z. 2 Abdul-Rahman, Houssam M. 1 Alexandrov, V. 1 Alrefaei, Mahmoud H. 1 Belomestny, Denis 1 Bercu, Bernard 1 Blume, D. 1 Brown, Donald J. 1 Del Moral, Pierre 1 Doucet, Arnaud 1 Heinrich, Stefan 1 Kaledin, Maxim 1 Kannan, Ravi 1 Karaivanova, A. 1 Kosina, H. 1 Lewerenz, M. 1 Moore, Cristopher 1 Rapaport, Ivan 1 Rémila, Eric 1 Schoenmakers, John 1 Selberherr, S. 1 Whaley, K.B. 1
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Institution
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Department of Economics, Rutgers University-New Brunswick 2 Cowles Foundation for Research in Economics, Yale University 1 Santa Fe Institute 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Mathematics and Computers in Simulation (MATCOM) 6 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 2 Studies in Nonlinear Dynamics & Econometrics 2 Working Paper 2 Cowles Foundation Discussion Papers 1 Economics Papers from University Paris Dauphine 1 Mathematical Finance 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Mathematics of operations research 1 Open Access publications from Université Paris-Dauphine 1 Stochastic Processes and their Applications 1 Working Papers / Santa Fe Institute 1 Working papers / Rutgers University, Department of Economics 1
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Source
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RePEc 15 ECONIS (ZBW) 3 EconStor 3
Showing 21 - 21 of 21
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Excited states by quantum Monte Carlo method
Blume, D.; Lewerenz, M.; Whaley, K.B. - In: Mathematics and Computers in Simulation (MATCOM) 47 (1998) 2, pp. 133-141
We present applications of a new Monte Carlo algorithm for the calculation of excited state energies of multi-dimensional quantum systems. The method relies on computation of imaginary time correlation functions of appropriately chosen projection operators, followed by a numerical inverse...
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