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Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2016, Stanford, CA, August 14-19
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2016, Stanford, CA, August 14-19
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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.