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|a 9783642041075
|9 978-3-642-04107-5
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|a 10.1007/978-3-642-04107-5
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|a 518
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|a Monte Carlo and Quasi-Monte Carlo Methods 2008
|h [electronic resource] /
|c edited by Pierre L' Ecuyer, Art B. Owen.
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|a 1st ed. 2009.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2009.
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|a XII, 672 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
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|a text file
|b PDF
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|a Tutorials -- Monte Carlo and Quasi-Monte Carlo for Statistics -- Monte Carlo Computation in Finance -- Invited Articles -- Particle Markov Chain Monte Carlo for Efficient Numerical Simulation -- Computational Complexity of Metropolis-Hastings Methods in High Dimensions -- On Quasi-Monte Carlo Rules Achieving Higher Order Convergence -- Sensitivity Estimates for Compound Sums -- New Perspectives on (0,)-Sequences -- Variable Subspace Sampling and Multi-level Algorithms -- Markov Chain Monte Carlo Algorithms: Theory and Practice -- MINT - New Features and New Results -- Contributed Articles -- Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC -- Adaptive Monte Carlo Algorithms Applied to Heterogeneous Transport Problems -- Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune... -- Distribution of Digital Explicit Inversive Pseudorandom Numbers and Their Binary Threshold Sequence -- Extensions of Fibonacci Lattice Rules -- Efficient Search for Two-Dimensional Rank-1 Lattices with Applications in Graphics -- Parallel Random Number Generators Based on Large Order Multiple Recursive Generators -- Efficient Numerical Inversion for Financial Simulations -- Equidistribution Properties of Generalized Nets and Sequences -- Implementation of a Component-By-Component Algorithm to Generate Small Low-Discrepancy Samples -- Quasi-Monte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium -- Discrepancy of Two-Dimensional Digitally Shifted Hammersley Point Sets in Base -- Vibrato Monte Carlo Sensitivities -- The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models -- -Nets and Maximized Minimum Distance, Part II -- Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion -- On Subsequences of Niederreiter-Halton Sequences -- Correcting the Bias in Monte Carlo Estimators of American-style Option Values -- Fast Principal Components Analysis Method for Finance Problems With Unequal Time Steps -- Adaptive Monte Carlo Algorithms for General Transport Problems -- On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates -- Testing the Tests: Using Random Number Generators to Improve Empirical Tests -- Stochastic Spectral Formulations for Elliptic Problems -- Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options -- Monte Carlo Simulation of Stochastic Integrals when the Cost of Function Evaluation Is Dimension Dependent -- Recent Progress in Improvement of Extreme Discrepancy and Star Discrepancy of One-Dimensional Sequences -- Discrepancy of Hyperplane Nets and Cyclic Nets -- A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition -- On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules -- Ergodic Estimations of Upscaled Coefficients for Diffusion in Random Velocity Fields -- Green's Functions by Monte Carlo -- Tractability of Multivariate Integration for Weighted Korobov Spaces: My 15 Year Partnership with Ian Sloan.
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|a Numerical analysis.
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|a Mathematics-Data processing.
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|a Computer science-Mathematics.
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|a Operations research.
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|a Numerical Analysis.
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|a Computational Mathematics and Numerical Analysis.
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|a Mathematical Applications in Computer Science.
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|a Operations Research and Decision Theory.
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|a L' Ecuyer, Pierre.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
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|a Owen, Art B.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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|a SpringerLink (Online service)
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|t Springer Nature eBook
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|i Printed edition:
|z 9783642041495
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| 776 |
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|i Printed edition:
|z 9783642425240
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| 776 |
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|i Printed edition:
|z 9783642041068
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|u https://doi.uam.elogim.com/10.1007/978-3-642-04107-5
|z Texto Completo
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|a ZDB-2-SMA
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| 912 |
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|a ZDB-2-SXMS
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|a Mathematics and Statistics (SpringerNature-11649)
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| 950 |
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|a Mathematics and Statistics (R0) (SpringerNature-43713)
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