Stochastic simulation and monte carlo methods: mathematical foundations of stochastic simulation
Auteur :
Graham, Carl / Talay, Denis
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783642393624
Date de publication :
29 juil. 2013
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
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.