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Lemieux, Christiane

Monte Carlo and Quasi-Monte Carlo Sampling

Lemieux, Christiane - Monte Carlo and Quasi-Monte Carlo Sampling, ebook

74,40€

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ISBN: 9780387781655
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Table of contents

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)
Publisher
Springer
Publication year
2009
Language
en
Edition
1
Series
Springer Series in Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780387781655

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