
Stochastic Simulation and Monte Carlo Methods
The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes.
- Alaotsikko
- Mathematical Foundations of Stochastic Simulation
- Kirjailija
- Carl Graham, Denis Talay
- Painos
- Softcover reprint of the original 1st ed. 2013
- ISBN
- 9783642438400
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 6.8.2015
- Sivumäärä
- 260
