Monte Carlo and Quasi-Monte Carlo Methods 2010 edited by Leszek Plaskota, Henryk Woźniakowski.

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere eve...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Plaskota, Leszek (Editor), Woźniakowski, Henryk (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edition:1st ed. 2012.
Series:Springer Proceedings in Mathematics & Statistics, 23
Springer eBook Collection.
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Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Description
Summary:This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
Physical Description:XII, 732 p. 103 illus., 40 illus. in color. online resource.
ISBN:9783642274404
ISSN:2194-1009 ;
DOI:10.1007/978-3-642-27440-4