ACM: 

Bennett L. Fox, Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators, ACM Transactions on Mathematical Software (TOMS), v.12 n.4, p.362-376, Dec. 1986

** All papers by Frances Kuo

SIAM: 

Burrage & Burrage - A Variable Stepsize Implementation for Stochastic Differential Equations

 
JSTOR:

Rumelin 1982 -  Numerical Treatment of Stochastic Differential Equations

Saito 1996 - Stability Analysis of Numerical Schemes for Stochastic Differential Equations 

Harald Niederreiter - The Existence of Efficient Lattice Rules for Multidimensional Numerical Integration

Affine Term Structure Models and the Forward Premium Anomaly
David K. Backus, Silverio Foresi, Chris I. Telmer
Journal of Finance, Vol. 56, No. 1 (Feb., 2001), pp. 279-304

Janicki & Weron 1995 - Simulation and Chaotic Behaviour of $\alpha$-Stable Stochastic Processes

Koutras 1986 - On the generalized noncentral chi-square distribution induced by an elliptical gamma law 

R. C. H. Cheng, W. B. Liu 1997 - A Continuous Representation of the Family of Stable Law Distributions 

A. S. Paulson, E. W. Holcomb, R. A. Leitch 1975 - The Estimation of the Parameters of the Stable Laws


Springer/ScienceDirect:

** E. Atanassov 2004 - Efficient CPU-Specific Algorithm for Generating the Generalized Faure Sequences

Garcia 1997 - Generation of the Chapman–Enskog Distribution

Leobacher 2006 -  Stratified sampling and quasi-Monte Carlo simulation of Lévy processes

Hadjiconstantinou 2003 - Statistical error in particle simulations of hydrodynamic phenomena

McCullogh - On the accuracy of statistical procedures in Microsoft Excel 2000 and Excel XP


 

Elsevier:

Fotopoulos 2006 - Non-linear properties of conditional returns under scale mixtures

J. Lehn, A. Rößler and O. Schein 2001 - Adaptive schemes for the numerical solution of SDEs—a comparison

 

Others:

Lyness 1989 - An Introduction to Lattice Rules and their Generator Matrices

Kelton 2006 - Numerical Methods for Realizing Nonstationary Poisson Processes with Piecewise-Constant Instantaneous-Rate Functions

Tsallis - Nonextensive statistical mechanics - An introduction

Shevchenko Pavel 2003 - Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling - J. Computational Finance 

Metwally, S.A.K.; Atiya, A.F. - Fast Monte Carlo valuation of barrier options for jump diffusion processes

Cao, L.J.   Chong, W.K. 2002 - Feature extraction in support vector machine: a comparison of PCA, XPCA and ICA


Books:
Ekeland, Ivar The Best of All Possible Worlds: Mathematics and
destiny
. 208 p., 17 halftones, 10 line drawings. 6 x 9 2006