0.07
Impact Factor
0.05
5-Years IF
6
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[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]
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 17 | 17 | 0 | 0 | (%) | 0.07 | |||||||||
| 1996 | 0.23 | 18 | 35 | 18 | 17 | 17 | (%) | 0.09 | ||||||||
| 1997 | 0.27 | 17 | 52 | 1 | 35 | 35 | (%) | 0.09 | ||||||||
| 1998 | 0.27 | 19 | 71 | 35 | 52 | (%) | 0.1 | |||||||||
| 1999 | 0.31 | 16 | 87 | 1 | 0.01 | 3 | 36 | 71 | (%) | 1 | 0.06 | 0.13 | ||||
| 2000 | 0.39 | 0.01 | 19 | 106 | 1 | 0.01 | 1 | 35 | 87 | 1 | (%) | 0.15 | ||||
| 2001 | 0.41 | 39 | 145 | 2 | 35 | 89 | (%) | 0.16 | ||||||||
| 2002 | 0.43 | 23 | 168 | 1 | 0.01 | 17 | 58 | 110 | (%) | 0.19 | ||||||
| 2003 | 0.03 | 0.45 | 0.02 | 22 | 190 | 6 | 0.03 | 7 | 62 | 2 | 116 | 2 | (%) | 1 | 0.05 | 0.19 |
| 2004 | 0.02 | 0.51 | 0.02 | 41 | 231 | 6 | 0.03 | 11 | 45 | 1 | 119 | 2 | (%) | 0.21 | ||
| 2005 | 0.02 | 0.54 | 0.01 | 15 | 246 | 2 | 0.01 | 25 | 63 | 1 | 144 | 2 | (%) | 0.22 | ||
| 2006 | 0.04 | 0.52 | 0.04 | 23 | 269 | 8 | 0.03 | 7 | 56 | 2 | 140 | 6 | (%) | 0.21 | ||
| 2007 | 0.11 | 0.45 | 0.06 | 17 | 286 | 9 | 0.03 | 2 | 38 | 4 | 124 | 8 | (%) | 0.18 | ||
| 2008 | 0.03 | 0.48 | 0.01 | 23 | 309 | 4 | 0.01 | 3 | 40 | 1 | 118 | 1 | (%) | 0.2 | ||
| 2009 | 0.48 | 0.04 | 18 | 327 | 9 | 0.03 | 6 | 40 | 119 | 5 | (%) | 0.19 | ||||
| 2010 | 0.02 | 0.44 | 0.02 | 21 | 348 | 8 | 0.02 | 3 | 41 | 1 | 96 | 2 | (%) | 0.16 | ||
| 2011 | 0.03 | 0.53 | 0.02 | 17 | 365 | 6 | 0.02 | 1 | 39 | 1 | 102 | 2 | (%) | 0.21 | ||
| 2012 | 0.05 | 0.58 | 0.05 | 15 | 380 | 17 | 0.04 | 4 | 38 | 2 | 96 | 5 | (%) | 0.22 | ||
| 2013 | 0.06 | 0.71 | 0.03 | 15 | 395 | 17 | 0.04 | 1 | 32 | 2 | 94 | 3 | (%) | 0.25 | ||
| 2014 | 0.07 | 0.81 | 0.05 | 19 | 414 | 11 | 0.03 | 4 | 30 | 2 | 86 | 4 | (%) | 0.28 |
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published in 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: 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:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 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 | 18 |
| 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 | 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 | 8 |
| 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 |
| 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 | 6 |
| 2002 | Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps. (2002). 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 | 6 |
| 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 |
| 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 |
| 2012 | The identification of price jumps. (2012). 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 | 4 |
| 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 | 4 |
| 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 | 3 |
| 1999 | Applications of the balanced method to stochastic differential equations in filtering. (1999). 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 | 3 |
| 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 | 3 |
| 2006 | Balanced Milstein Methods for Ordinary SDEs. (2006). 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 | 3 |
| 2006 | Stratified sampling and quasi-Monte Carlo simulation of Lévy 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 |
| 2006 | First Order Strong Approximations of Jump Diffusions. (2006). 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 | 2 |
| 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 |
| 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 |
| 2006 | An importance sampling method based on the density transformation of Lévy 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 |
| 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 |
| 2002 | Edgeworth type expansions for Euler schemes for stochastic differential equations.. (2002). Valentin, Konakov ; Enno, Mammen . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:8:y:2002:i:3:p:271-286:n:3. Full description at Econpapers || Download paper | 2 |
| 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 |
| 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 | 1 |
| 2000 | Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling. (2000). Rowe Daniel B., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:6:y:2000:i:3:p:205-210:n:4. Full description at Econpapers || Download paper | 1 |
| 2010 | Adaptive weak approximation of reflected and stopped diffusions. (2010). Christian, Bayer ; Raul, Tempone ; Anders, Szepessy . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:16:y:2010:i:1:p:1-67:n:1. Full description at Econpapers || Download paper | 1 |
| 2015 | A new numerical scheme for the CIR process. (2015). Nikolaos, Halidias . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:21:y:2015:i:3:p:245-253:n:1. Full description at Econpapers || Download paper | 1 |
| 2008 | Real-time scheme for the volatility estimation in the presence of microstructure noise. (2008). Shigeyoshi, Ogawa . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:14:y:2008:i:4:p:331-342:n:4. Full description at Econpapers || Download paper | 1 |
| 2013 | Preliminary control variates to improve empirical regression methods. (2013). Tarik, Ben Zineb ; Emmanuel, Gobet . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:19:y:2013:i:4:p:331-354:n:4. Full description at Econpapers || Download paper | 1 |
| 2002 | Jointly Distributed Mean and Mixing Coefficients for Bayesian Source Separation using MCMC and ICM. (2002). Rowe Daniel B., . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:8:y:2002:i:4:p:395-404:n:5. Full description at Econpapers || Download paper | 1 |
| 2014 | Multilevel Monte Carlo for Asian options and limit theorems. (2014). Mohamed, Ben Alaya ; Ahmed, Kebaier . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:20:y:2014:i:3:p:181-194:n:2. Full description at Econpapers || Download paper | 1 |
| 1997 | COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION. (1997). Mireille, BOSSY ; Serge, PIPERNO ; Loula, FEZOUI . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:3:y:1997:i:2:p:113-140:n:1. Full description at Econpapers || Download paper | 1 |
| 2014 | Quasi-Monte Carlo: A high-dimensional experiment. (2014). Sobol Ilya M., ; Boris, Shukhman . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:20:y:2014:i:3:p:167-171:n:1. Full description at Econpapers || Download paper | 1 |
| 2004 | On the Scrambled Halton Sequence. (2004). Michael, Mascagni ; Hongmei, Chi . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:10:y:2004:i:3-4:p:435-442:n:25. Full description at Econpapers || Download paper | 1 |
| 2001 | On a class of SPDEs called Brownian particle equation â Model for nonlinear diffusions. (2001). Shigeyoshi, Ogawa . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:7:y:2001:i:3-4:p:321-328:n:10. Full description at Econpapers || Download paper | 1 |
| 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 | 1 |
| 2011 | Diffusion approximation of Lévy processes with a view towards finance. (2011). Jonas, Kiessling ; Raul, Tempone . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:17:y:2011:i:1:p:11-45:n:3. Full description at Econpapers || Download paper | 1 |
| 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 | 1 |
| 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 | 1 |
| 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 | 1 |
| 2007 | Exact retrospective Monte Carlo computation of arithmetic average Asian options. (2007). Benjamin, JOURDAIN ; Mohamed, Sbai . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:13:y:2007:i:2:p:135-171:n:3. Full description at Econpapers || Download paper | 1 |
| 2003 | Arithmetic average options in the hyperbolic model. (2003). Gerhard, Larcher ; Tichy Robert F., ; Martin, Predota . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:9:y:2003:i:3:p:227-239:n:4. Full description at Econpapers || Download paper | 1 |
| 2002 | A Monte Carlo method without grid for a fractured porous domain model. (2002). Fabien, Campillo ; Antoine, Lejay . In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:8:y:2002:i:2:p:129-148:n:2. Full description at Econpapers || Download paper | 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 | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 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 | 8 |
| 2012 | The identification of price jumps. (2012). 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 | 4 |
| 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 | 3 |
| 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 | 3 |
| 2006 | Balanced Milstein Methods for Ordinary SDEs. (2006). 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 | 2 |
| 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 |
| 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 2:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Multilevel approximation of backward stochastic differential equations. (2014). Becherer, Dirk ; Turkedjiev, Plamen . In: Papers. RePEc:arx:papers:1412.3140. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes. (2014). Lavicka, Hynek ; Lichard, Tomas ; Novotny, Jan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp511. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
[Click on heading to sort table]
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.