Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2016, Stanford, Ca, August 14-19

Owen, Art B., Glynn, Peter W.

  • 出版商: Springer
  • 出版日期: 2019-01-05
  • 售價: $4,430
  • 貴賓價: 9.5$4,209
  • 語言: 英文
  • 頁數: 479
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 3030082555
  • ISBN-13: 9783030082550
  • 海外代購書籍(需單獨結帳)

商品描述

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.

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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

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