Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation
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Combines advanced mathematical tools and theoretical analysis of stochastic numerical methods at a high level Provides methods to reach optimal results on the accuracy of Monte Carlo simulations of stochastic processes Contains exercises in the text and problem sets of increasing demand at the end of each chapter ? Includes supplementary material: sn.pub/extras
Combines advanced mathematical tools and theoretical analysis of stochastic numerical methods at a high level Provides methods to reach optimal results on the accuracy of Monte Carlo simulations of stochastic processes Contains exercises in the text and problem sets of increasing demand at the end of each chapter ? Includes supplementary material: sn.pub/extras
Additional information
| Book Format | Hardcover, Softcover |
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