Monte carlo and quasi-monte carlo sampling
Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitione...
| Main Author: | Lemieux, Christiane, 1972- |
|---|---|
| Other Authors: | SpringerLink (Online Service) |
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Springer,
©2009.
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| Physical Description: |
1 online resource (xvi, 373 pages) : illustrations. |
| Series: |
Springer series in statistics.
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
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| CMU Electronic Access | Available |