Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2016, Stanford, CA, August 14-19

Art B Owen editor Peter W Glynn editor

Format:Paperback

Publisher:Springer Nature Switzerland AG

Published:5th Jan '19

Currently unavailable, and unfortunately no date known when it will be back

Monte Carlo and Quasi-Monte Carlo Methods cover

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.

ISBN: 9783030082550

Dimensions: unknown

Weight: 747g

479 pages

Softcover reprint of the original 1st ed. 2018