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Monte Carlo and Quasi-Monte Carlo Sampling
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Monte Carlo and Quasi-Monte Carlo Sampling

innbundet, 2009
Engelsk
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.
Opplag
2009 ed.
ISBN
9780387781648
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
27.2.2009
Antall sider
373