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Stochastic Simulation and Monte Carlo Methods
- Mathematical Foundations of Stochastic Simulation
- Language:
- English
- ISBN:
- 9783642393624
- Binding:
- Hardback
- Pages:
- 260
- Published:
- July 28, 2013
- Edition:
- 2013
- Dimensions:
- 160x243x20 mm.
- Weight:
- 564 g.
Delivery:
2-3 weeks
Expected delivery: December 12, 2024
Description of Stochastic Simulation and Monte Carlo Methods
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.
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