ENGLISH

Monte Carlo and Quasi-Monte Carlo Methods 2010

By Søren Asmussen , Leszek Plaskota , Asger Hobolth (auth.) , Henryk Woźniakowski (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2012
ISBN
978-3-642-27439-8, 978-3-642-27440-4
DOI
10.1007/978-3-642-27440-4
Language
english
Format
PDF
Filesize
9 MB (9157632 bytes)
Series
Springer Proceedings in Mathematics & Statistics 23
Edition
1
Pages
732\720
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Computational Mathematics and Numerical Analysis;

Description

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.

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