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Monte Carlo and Quasi-Monte Carlo Sampling
Tallenna

Monte Carlo and Quasi-Monte Carlo Sampling

sidottu, 2009
englanti
Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. This book presents all of the essential tools for using quasi-Monte Carlo sampling on practical problems, especially in finance.
Painos
2009 ed.
ISBN
9780387781648
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
27.2.2009
Sivumäärä
373