
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.
- Undertittel
- Mathematical Foundations of Stochastic Simulation
- Forfatter
- Carl Graham, Denis Talay
- Opplag
- Softcover reprint of the original 1st ed. 2013
- ISBN
- 9783642438400
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 6.8.2015
- Antall sider
- 260
