Citation analysis for Monte Carlo Methods and Applications / De Gruyter

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

Impact Factor (IF)

0.04

5 Years IF

0.02

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1995	0	0.22	0.06	0	17	17	6	1	1	0		0		1	100	1	0.06	0.1
1996	0	0.25	0	0	18	35	39		1	17		17			0		0	0.12
1997	0.06	0.24	0.04	0.06	17	52	14	2	3	35	2	35	2	2	100		0	0.11
1998	0.09	0.28	0.08	0.08	19	71	7	6	9	35	3	52	4	2	33.3	1	0.05	0.13
1999	0.03	0.3	0.05	0.01	16	87	11	4	13	36	1	71	1		0	1	0.06	0.15
2000	0	0.35	0.04	0.05	19	106	2	4	17	35		87	4	3	75		0	0.16
2001	0.03	0.38	0.08	0.09	39	145	10	11	28	35	1	89	8	7	63.6		0	0.17
2002	0.02	0.41	0.04	0.05	23	168	23	7	35	58	1	110	5	6	85.7		0	0.21
2003	0.08	0.44	0.07	0.04	22	190	21	14	49	62	5	116	5	5	35.7	1	0.05	0.22
2004	0.02	0.49	0.03	0.03	41	231	20	7	56	45	1	119	3	1	14.3		0	0.22
2005	0.05	0.5	0.03	0.03	15	246	43	8	64	63	3	144	4	6	75		0	0.23
2006	0.04	0.5	0.05	0.05	23	269	31	13	77	56	2	140	7	3	23.1	1	0.04	0.23
2007	0.16	0.46	0.06	0.09	17	286	4	17	94	38	6	124	11	4	23.5		0	0.2
2008	0.03	0.49	0.05	0.03	23	309	4	15	109	40	1	118	4	8	53.3		0	0.23
2009	0.03	0.47	0.05	0.06	18	327	24	16	125	40	1	119	7	5	31.3		0	0.23
2010	0.05	0.48	0.03	0.04	21	348	5	12	137	41	2	96	4	3	25		0	0.21
2011	0.03	0.52	0.02	0.03	17	365	12	8	145	39	1	102	3	1	12.5		0	0.24
2012	0.05	0.51	0.07	0.05	15	380	12	25	170	38	2	96	5	5	20		0	0.22
2013	0.06	0.56	0.07	0.05	15	395	0	27	197	32	2	94	5	3	11.1		0	0.24
2014	0.1	0.55	0.04	0.06	19	414	7	15	212	30	3	86	5	3	20		0	0.23
2015	0.12	0.55	0.06	0.09	23	437	0	25	237	34	4	87	8	7	28		0	0.23
2016	0.05	0.53	0.03	0.04	20	457	2	14	251	42	2	89	4	3	21.4		0	0.21
2017	0.02	0.55	0.02	0.01	21	478	1	10	261	43	1	92	1	3	30		0	0.21
2018	0.02	0.57	0.03	0.01	26	504	0	15	276	41	1	98	1	5	33.3		0	0.24
2019	0.02	0.6	0.03	0.02	26	530	2	14	290	47	1	109	2	3	21.4		0	0.24
2020	0.08	0.73	0.05	0.04	25	555	1	26	316	52	4	116	5	4	15.4		0	0.34
2021	0.04	1.02	0.03	0.02	22	577	0	15	331	51	2	118	2		0		0	0.38

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2005	On the discretization schemes for the CIR (and Bessel squared) processes. (2005). Aurelien, Alfonsi . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:4:p:355-384:n:5. Full description at Econpapers \|\| Download paper	23
2	2006	Balanced Milstein Methods for Ordinary SDEs. (2006). Kahl, Christian ; Christian, Kahl ; Henri, Schurz . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:12:y:2006:i:2:p:143-170:n:2. Full description at Econpapers \|\| Download paper	22
3	1996	Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation.. (1996). Sabelfeld K. K., ; Levykin A. I., ; Kolodko A. A., ; Rogasinsky S. V., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:2:y:1996:i:1:p:41-88:n:5. Full description at Econpapers \|\| Download paper	14
4	1996	The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density. (1996). Vlad, Bally ; Denis, TALAY . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:2:y:1996:i:2:p:93-128:n:7. Full description at Econpapers \|\| Download paper	13
5	2004	Upper Bounds for Bermudan Style Derivatives. (2004). Kolodko A., ; Schoenmakers J., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:10:y:2004:i:3-4:p:331-343:n:15. Full description at Econpapers \|\| Download paper	11
6	2009	Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. (2009). Bardou O., ; Pages G., ; Frikha N., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:15:y:2009:i:3:p:173-210:n:1. Full description at Econpapers \|\| Download paper	11
7	2003	Optimal quadratic quantization for numerics: the Gaussian case. (2003). Gilles, Pages ; Jacques, PRINTEMS . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:9:y:2003:i:2:p:135-165:n:2. Full description at Econpapers \|\| Download paper	11
8	2012	The identification of price jumps. (2012). KoÃÂenda, EvÃÂ¾en ; Hanousek, Jan ; Even, Koenda . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:18:y:2012:i:1:p:53-77:n:2. Full description at Econpapers \|\| Download paper	10
9	1996	On the use of low discrepancy sequences in Monte Carlo methods. (1996). Bruno, Tuffin . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:2:y:1996:i:4:p:295-320:n:4. Full description at Econpapers \|\| Download paper	9
10	2002	Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps. (2002). Platen, Eckhard ; Kestutis, Kubilius ; Eckhard, Platen . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:8:y:2002:i:1:p:83-96:n:6. Full description at Econpapers \|\| Download paper	9
11	2009	Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method. (2009). Sabelfeld K., ; Mozartova N., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:15:y:2009:i:3:p:257-284:n:5. Full description at Econpapers \|\| Download paper	8
12	2005	On global sensitivity analysis of quasi-Monte Carlo algorithms. (2005). SobolÃÂ´ I. M., ; Kucherenko S. S., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:1:p:83-92:n:4. Full description at Econpapers \|\| Download paper	8
13	2011	A general method for debiasing a Monte Carlo estimator. (2011). McLeish, Don. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:17:y:2011:i:4:p:301-315:n:1. Full description at Econpapers \|\| Download paper	8
14	1999	Applications of the balanced method to stochastic differential equations in filtering. (1999). Platen, Eckhard ; Paul, Fischer ; Eckhard, Platen . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:5:y:1999:i:1:p:19-38:n:3. Full description at Econpapers \|\| Download paper	6
15	2004	Adaptative Monte Carlo Method, A Variance Reduction Technique. (2004). Bouhari, Arouna . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:10:y:2004:i:1:p:1-24:n:1. Full description at Econpapers \|\| Download paper	6
16	1997	Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows. Numerical Results. (1997). Kurbanmuradov O., ; Koluhin D., ; Sabelfeld K., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:3:y:1997:i:3:p:199-224:n:3. Full description at Econpapers \|\| Download paper	6
17	1997	Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows. (1997). Sabelfeld K. K., ; Kurbanmuradov O., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:3:y:1997:i:1:p:53-72:n:4. Full description at Econpapers \|\| Download paper	5
18	1995	Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres. (1995). Sabelfeld K. K., ; TALAY D., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:1:y:1995:i:1:p:1-34:n:2. Full description at Econpapers \|\| Download paper	5
19	2005	Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. (2005). Huyen, Pham ; Afef, Sellami ; Wolfgang, Runggaldier . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:1:p:57-81:n:5. Full description at Econpapers \|\| Download paper	4
20	2005	Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. (2005). Vlad, Bally ; Antonino, Zanette ; Lucia, Caramellino . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:2:p:97-133:n:1. Full description at Econpapers \|\| Download paper	4
21	2002	Minimal Entropy Approximations and Optimal Algorithms. (2002). Dan, Crisan ; Terry, Lyons . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:8:y:2002:i:4:p:343-356:n:2. Full description at Econpapers \|\| Download paper	4
22	1997	Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients. (1997). Sabelfeld K. K., ; Kolodko A. A., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:3:y:1997:i:4:p:275-312:n:3. Full description at Econpapers \|\| Download paper	4
23	1996	Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences. (1996). Igor, Radovi ; Tichy Robert F., ; SobolÃ¢â¬â¢ Ilya M., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:2:y:1996:i:1:p:1-14:n:2. Full description at Econpapers \|\| Download paper	4
24	2002	Simulation of ruin probabilities for risk processes of Markovian type. (2002). Hansjorg, Albrecher ; Josef, Kantor . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:8:y:2002:i:2:p:111-128:n:1. Full description at Econpapers \|\| Download paper	4
25	2011	Pricing of barrier options by marginal functional quantization. (2011). Sagna, Abass . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:17:y:2011:i:4:p:371-398:n:3. Full description at Econpapers \|\| Download paper	4
26	2003	A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous Porous Media. (2003). Kurbanmuradov O., ; Vereecken H., ; Smidts O. F., ; Sabelfeld K., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:9:y:2003:i:4:p:341-366:n:4. Full description at Econpapers \|\| Download paper	4
27	2006	First Order Strong Approximations of Jump Diffusions. (2006). Platen, Eckhard ; Nikitopoulos-Sklibosios, Christina ; Nicola, Bruti-Liberati ; Eckhard, Platen ; Christina, Nikitopoulos-Sklibosios . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:12:y:2006:i:3:p:191-209:n:6. Full description at Econpapers \|\| Download paper	3
28	2014	A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization. (2014). Idris, Kharroubi ; Huyen, Pham ; Nicolas, Langrene . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:20:y:2014:i:2:p:145-165:n:5. Full description at Econpapers \|\| Download paper	3
29	2004	Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations. (2004). Egorov A. D., ; Zherelo A. V., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:10:y:2004:i:3-4:p:257-264:n:8. Full description at Econpapers \|\| Download paper	3
30	2003	Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations. (2003). Kolodko A., ; Sabelfeld K., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:9:y:2003:i:4:p:315-339:n:3. Full description at Econpapers \|\| Download paper	3
31	2001	A stochastic quantization method for nonlinear problems. (2001). Vlad, Bally ; Jacques, PRINTEMS ; Gilles, Pages. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:7:y:2001:i:1-2:p:21-34:n:14. Full description at Econpapers \|\| Download paper	3
32	2012	Stochastic approximation with averaging innovation applied to Finance. (2012). Sophie, Laruelle ; Gilles, Pages. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:18:y:2012:i:1:p:1-51:n:1. Full description at Econpapers \|\| Download paper	3
33	1999	Discrepancy of sequences generated by piecewise monotone maps. (1999). Makoto, Mori . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:5:y:1999:i:1:p:55-68:n:5. Full description at Econpapers \|\| Download paper	3
34	2000	Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation. (2000). Kanagawa S., ; Saisho Y., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:6:y:2000:i:2:p:105-114:n:1. Full description at Econpapers \|\| Download paper	2
35	2009	On the simulation of Markov chain steady-state distribution using CFTP algorithm. (2009). Fakhouri H., ; Nasroallah A., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:15:y:2009:i:2:p:91-105:n:1. Full description at Econpapers \|\| Download paper	2
36	2006	An importance sampling method based on the density transformation of LÃÂ©vy processes. (2006). Reiichiro, Kawai . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:12:y:2006:i:2:p:171-186:n:1. Full description at Econpapers \|\| Download paper	2
37	2014	A benchmark study of the Wigner Monte Carlo method. (2014). Michel, Sellier Jean ; Siegfried, Selberherr ; Mihail, Nedjalkov ; Ivan, Dimov . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:20:y:2014:i:1:p:43-51:n:4. Full description at Econpapers \|\| Download paper	2
38	2007	Mixed initial-boundary value problem in particle modeling of microelectronic devices. (2007). Nedjalkov M., ; Arsov G., ; Dimov I., ; Vasileska D., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:13:y:2007:i:4:p:299-331:n:4. Full description at Econpapers \|\| Download paper	2
39	2009	A central limit theorem for the functional estimation of the spot volatility. (2009). Hoang-Long, Ngo ; Shigeyoshi, Ogawa . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:15:y:2009:i:4:p:353-380:n:4. Full description at Econpapers \|\| Download paper	2
40	2010	Exact simulation of Bessel diffusions. (2010). Makarov Roman N., ; Devin, Glew . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:16:y:2010:i:3-4:p:283-306:n:3. Full description at Econpapers \|\| Download paper	2
41	1998	Techniques for Monte Carlo Optimizing. (1998). Arsham H., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:4:y:1998:i:3:p:181-230:n:2. Full description at Econpapers \|\| Download paper	2
42	2009	Multiple stochastic volatility extension of the Libor market model and its implementation. (2009). Denis, Belomestny ; John, Schoenmakers ; Stanley, Mathew . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:15:y:2009:i:4:p:285-310:n:1. Full description at Econpapers \|\| Download paper	2
43	2003	Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model. (2003). Mantalos, Panagiotis. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:9:y:2003:i:3:p:257-269:n:6. Full description at Econpapers \|\| Download paper	2
44	2006	Stratified sampling and quasi-Monte Carlo simulation of LÃÂ©vy processes. (2006). Leobacher G., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:12:y:2006:i:3:p:231-238:n:2. Full description at Econpapers \|\| Download paper	2
45	1999	Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem. (1999). Kurbanmuradov O., ; Vesala T., ; Sabelfeld K., ; Rannik U., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:5:y:1999:i:2:p:85-112:n:7. Full description at Econpapers \|\| Download paper	2
46	2008	Quasi-Monte Carlo methods for the Kou model. (2008). Jan, Baldeaux . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:14:y:2008:i:4:p:281-302:n:1. Full description at Econpapers \|\| Download paper	2
47	2010	Approximate formulas for expectations of functionals of solutions to stochastic differential equations. (2010). Egorov A., ; Sabelfeld K., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:16:y:2010:i:2:p:95-127:n:1. Full description at Econpapers \|\| Download paper	2
48	2007	Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity. (2007). Gilles, Pages. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:13:y:2007:i:1:p:37-70:n:3. Full description at Econpapers \|\| Download paper	2
49	2016	NinomiyaÃ¢â¬âVictoir scheme: Strong convergence, antithetic version and application to multilevel estimators. (2016). Gerbi, AL ; Emmanuelle, Clement ; Benjamin, JOURDAIN . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:22:y:2016:i:3:p:197-228:n:1. Full description at Econpapers \|\| Download paper	2
50	2005	Asymptotical behavior of linear congruential generators. (2005). Gerlovina V., ; Nekrutkin V., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:2:p:135-162:n:4. Full description at Econpapers \|\| Download paper	2

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2009	Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. (2009). Bardou O., ; Pages G., ; Frikha N., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:15:y:2009:i:3:p:173-210:n:1. Full description at Econpapers \|\| Download paper	8
2	2011	A general method for debiasing a Monte Carlo estimator. (2011). McLeish, Don. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:17:y:2011:i:4:p:301-315:n:1. Full description at Econpapers \|\| Download paper	6
3	2006	Balanced Milstein Methods for Ordinary SDEs. (2006). Kahl, Christian ; Christian, Kahl ; Henri, Schurz . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:12:y:2006:i:2:p:143-170:n:2. Full description at Econpapers \|\| Download paper	4
4	2005	On global sensitivity analysis of quasi-Monte Carlo algorithms. (2005). SobolÃÂ´ I. M., ; Kucherenko S. S., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:1:p:83-92:n:4. Full description at Econpapers \|\| Download paper	3
5	2012	Stochastic approximation with averaging innovation applied to Finance. (2012). Sophie, Laruelle ; Gilles, Pages. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:18:y:2012:i:1:p:1-51:n:1. Full description at Econpapers \|\| Download paper	2
6	1996	The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density. (1996). Vlad, Bally ; Denis, TALAY . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:2:y:1996:i:2:p:93-128:n:7. Full description at Econpapers \|\| Download paper	2
7	2020	Multilevel Monte Carlo methods and lowerÃ¢â¬âupper bounds in initial margin computations. (2020). Alexandre, Zhou ; Emmanuel, Gobet ; Stefano, De Marco ; Florian, Bourgey. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:26:y:2020:i:2:p:131-161:n:4. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 2

Year	Title
2021	Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests. (2021). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aurelien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:234-260. Full description at Econpapers \|\| Download paper
2021	Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests. (2020). Cherchali, Adel ; Alfonsi, Aur'elien ; Infante, Jose Arturo. In: Papers. RePEc:arx:papers:2010.12651. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document

Recent citations received in 2019

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	80	16
2	Monte Carlo Methods and Applications / De Gruyter	9	15
3	Post-Print / HAL	194	7
4	Mathematics and Computers in Simulation (MATCOM) / Elsevier	25	6
5	Applied Mathematics and Computation / Elsevier	26	5
6	Working Papers / HAL	56	3
7	TSE Working Papers / Toulouse School of Economics (TSE)	25	3
8			3
9	Physica A: Statistical Mechanics and its Applications / Elsevier	70	3
10	Risks / MDPI	15	2
11	European Journal of Operational Research / Elsevier	121	2