Monte Carlo and Quasi-Monte Carlo Methods

MCQMC, Leuven, Belgium, April 2014

622 Seiten, Hardcover

Kurzbeschreibung des Verlags

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. 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 and computer graphics.

• Reihe: Springer Proceedings in Mathematics & Statistics
• ISBN: 9783319335056
• Sprache: Englisch
• Erscheinungsdatum: 15.06.2016
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer International Publishing
• Herausgegeben von: Ronald Cools, Dirk Nuyens