Sökt på: Böcker av Paul Glasserman
totalt 7 träffar
Monte Carlo Methods in Financial Engineering
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new …
Monotone Structure in Discrete-Event Systems
Information previously available only in journal articles and research papers has been brought together in this outstanding text. Uses the unifying theme of monotone structure to …
Monte Carlo Methods in Financial Engineering
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new …
Stochastic Networks
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical …
Gradient Estimation Via Perturbation Analysis
Stochastic Networks
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical …
Monte Carlo Methods in Financial Engineering
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new …