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
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