Monte Carlo and Quasi-Monte Carlo Sampling by Christiane Lemieux.

Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitione...

Full description

Saved in:
Bibliographic Details
Main Author: Lemieux, Christiane (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2009.
Edition:1st ed. 2009.
Series:Springer Series in Statistics,
Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.