Monte Carlo Simulation and Numerical Integration

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Monte Carlo Simulation and Numerical Integration（英文）

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2006-5-5 01:47:00 上传

Monte Carlo Simulation and Numerical Integration
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关键词：Monte Carlo Integration Simulation Numerical numeric Monte Carlo Simulation Integration Numerical

暂时没钱，以后再买，唉，穷啊

买了再说

Monte Carlo simulation and numerical integration

Author info | Abstract | Publisher info | Download info | Related research | Statistics

John Geweke

Abstract

This is a survey of simulation methods in economics, with a specific focus on integration problems. It describes acceptance methods, importance sampling procedures, and Markov chain Monte Carlo methods for simulation from univariate and multivariate distributions and their application to the approximation of integrals. The exposition gives emphasis to combinations of different approaches and assessment of the accuracy of numerical approximations to integrals and expectations. The survey illustrates these procedures with applications to simulation and integration problems in economics.

This is one chapter prepaired for The Handbook of Computational Economics!

[此贴子已经被作者于2006-5-9 8:03:40编辑过]

黑

贼

以下是引用yqyswallow在2006-5-9 9:53:00的发言：

贼

再怎么说也不至于这么严重呀!区区几文钱,你去下载试试!

Fairly speaking, DeadNight's effort and contribution should be respected. Although it is from internet, it does take time to search and find it out. Internet is huge dumping site, not everything is gold. I would like to say that DeadNight did a good job!

maile

嗯,不错,买了...

谢谢