Monte Carlo and Quasi-Monte Carlo Methods 2016

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English | PDF | 2018 | 476 Pages | ISBN : 3319914359
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.

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关键词：Monte Carlo Quasi-Monte Methods Method Carlo

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不错的好书

nice book

好东西
学习一下

Thanks

好书啊，十分感谢

thanks for sharing