Citation analysis for Monte Carlo Methods and Applications / De Gruyter

Citation Profile [Updated: 2024-03-05 07:42:34]

5 Years H Index

Impact Factor (IF)

5 Years IF

0.01

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	15	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	0.31	0.05	0.01	16	87	11	4	13	36	1	71	1		0	1	0.06	0.15
2000	0	0.36	0.05	0.06	19	106	2	5	18	35		87	5	4	80		0	0.16
2001	0.03	0.38	0.08	0.09	39	145	10	11	29	35	1	89	8	7	63.6		0	0.17
2002	0.02	0.41	0.04	0.05	22	167	23	7	36	58	1	110	5	6	85.7		0	0.21
2003	0.08	0.44	0.07	0.04	22	189	23	14	50	61	5	115	5	5	35.7	1	0.05	0.22
2004	0.02	0.49	0.03	0.03	41	230	20	7	57	44	1	118	3	1	14.3		0	0.22
2005	0.05	0.51	0.03	0.03	14	244	45	8	65	63	3	143	4	6	75		0	0.23
2006	0.04	0.5	0.05	0.05	23	267	34	13	78	55	2	138	7	3	23.1	1	0.04	0.22
2007	0.16	0.46	0.06	0.09	16	283	4	17	95	37	6	122	11	4	23.5		0	0.2
2008	0.05	0.49	0.05	0.04	23	306	4	16	111	39	2	116	5	9	56.3		0	0.23
2009	0.03	0.48	0.05	0.07	17	323	24	17	128	39	1	117	8	6	35.3		0	0.24
2010	0.05	0.48	0.04	0.05	21	344	5	13	141	40	2	93	5	3	23.1		0	0.21
2011	0.03	0.52	0.02	0.03	17	361	14	8	149	38	1	100	3	1	12.5		0	0.24
2012	0.05	0.52	0.07	0.05	15	376	12	25	174	38	2	94	5	5	20		0	0.22
2013	0.06	0.56	0.07	0.05	15	391	0	27	201	32	2	93	5	3	11.1		0	0.24
2014	0.07	0.55	0.03	0.05	19	410	7	14	215	30	2	85	4	3	21.4		0	0.23
2015	0.12	0.55	0.06	0.09	23	433	1	25	240	34	4	87	8	7	28		0	0.23
2016	0.05	0.53	0.03	0.03	19	452	2	13	253	42	2	89	3	3	23.1		0	0.21
2017	0.02	0.55	0.02	0.01	20	472	2	10	263	42	1	91	1	3	30		0	0.21
2018	0.03	0.56	0.03	0.01	25	497	1	15	278	39	1	96	1	5	33.3		0	0.24
2019	0.02	0.58	0.02	0.02	26	523	2	13	291	45	1	106	2	3	23.1		0	0.23
2020	0.08	0.7	0.05	0.05	24	547	1	27	318	51	4	113	6	4	14.8		0	0.33
2021	0.04	0.84	0.02	0.02	22	569	0	12	330	50	2	114	2		0		0	0.31
2022	0	0.93	0.02	0	27	596	0	9	339	46		117			0		0	0.28
2023	0	1.04	0.01	0.01	19	615	0	6	345	49		124	1		0		0	0.28

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	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	13
6	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
7	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
8	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	10
9	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
10	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
11	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
12	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
13	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
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	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
18	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
19	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	5
20	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
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	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
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	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
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	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
28	2005	Functional quantization for numerics with an application to option pricing. (2005). Gilles, Pages ; Jacques, PRINTEMS . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:4:p:407-446:n:6. Full description at Econpapers \|\| Download paper	3
29	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
30	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
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	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
33	2006	Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields. (2006). Kurbanmuradov O., ; Sabelfeld K., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:12:y:2006:i:5:p:395-445:n:8. Full description at Econpapers \|\| Download paper	3
34	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	3
35	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
36	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
37	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
38	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
39	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
40	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
41	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
42	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
43	2006	Exponential bounds for the probability deviations of sums of random fields. (2006). Kurbanmuradov O., ; Sabelfeld K., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:12:y:2006:i:3:p:211-229:n:8. Full description at Econpapers \|\| Download paper	2
44	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
45	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
46	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
47	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
48	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
49	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
50	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

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	3
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	3
3	2005	Functional quantization for numerics with an application to option pricing. (2005). Gilles, Pages ; Jacques, PRINTEMS . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:11:y:2005:i:4:p:407-446:n:6. Full description at Econpapers \|\| Download paper	2
4	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	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

Recent citations received in 2020

Year	Citing document

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	87	17
2	Monte Carlo Methods and Applications / De Gruyter	9	7
3	Working Papers / HAL	59	5
4	Post-Print / HAL	204	5
5	Physica A: Statistical Mechanics and its Applications / Elsevier	72	3
6	Mathematics and Computers in Simulation (MATCOM) / Elsevier	26	3
7			3
8	Risks / MDPI	17	3
9	TSE Working Papers / Toulouse School of Economics (TSE)	27	3
10	Applied Mathematics and Computation / Elsevier	29	2
11	European Journal of Operational Research / Elsevier	130	2