• Anglický jazyk

Monte Carlo and Quasi-Monte Carlo Methods

Autor: Peter W. Glynn

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major... Viac o knihe

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O knihe

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.
The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

  • Vydavateľstvo: Springer International Publishing
  • Rok vydania: 2018
  • Formát: Hardback
  • Rozmer: 241 x 160 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9783319914350

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