
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.
- Undertitel
- Mathematical Foundations of Stochastic Simulation
- Författare
- Carl Graham, Denis Talay
- Upplaga
- Softcover reprint of the original 1st ed. 2013
- ISBN
- 9783642438400
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2015-08-06
- Sidor
- 260