Lemieux, Christiane
Monte Carlo and Quasi-Monte Carlo Sampling
2. The Monte Carlo Method
Christiane Lemieux
3. Sampling from Known Distributions
Christiane Lemieux
4. Pseudorandom Number Generators
Christiane Lemieux
5. Variance Reduction Techniques
Christiane Lemieux
6. Quasi–Monte Carlo Constructions
Christiane Lemieux
7. Using Quasi–Monte Carlo in Practice
Christiane Lemieux
8. Financial Applications
Christiane Lemieux
9. Beyond Numerical Integration
Christiane Lemieux
Keywords: Statistics, Statistical Theory and Methods
- Author(s)
- Lemieux, Christiane
- Publisher
- Springer
- Publication year
- 2009
- Language
- en
- Edition
- 1
- Series
- Springer Series in Statistics
- Page amount
- 12 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780387781655