Monte Carlo and Quasi-Monte Carlo Methods 2010

Monte Carlo and Quasi-Monte Carlo Methods 2010

4.11 - 1251 ratings - Source

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publishera#39;s location, in its current version, and permission for use must always be ... 4 Transition diagram for the cyclic example.

Title:Monte Carlo and Quasi-Monte Carlo Methods 2010
Author:Leszek Plaskota, Henryk Woźniakowski
Publisher:Springer Science & Business Media - 2012-08-23


You Must CONTINUE and create a free account to access unlimited downloads & streaming