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Monte Carlo and Quasi-Monte Carlo Methods 2010 (Paperback, Softcover reprint of the original 1st ed. 2012)
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Monte Carlo and Quasi-Monte Carlo Methods 2010 (Paperback, Softcover reprint of the original 1st ed. 2012)
Series: Springer Proceedings in Mathematics & Statistics, 23
Expected to ship within 10 - 15 working days
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This book represents the refereed proceedings of the Ninth
International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing that was held at the University of
Warsaw (Poland) in August 2010. These biennial conferences are
major events for Monte Carlo and the premiere event for quasi-Monte
Carlo research. 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. The reader will be provided with information on
latest developments in these very active areas. The book is an
excellent reference for theoreticians and practitioners interested
in solving high-dimensional computational problems arising, in
particular, in finance and statistics.
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