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Introduction To Quasi Monte Carlo Integration And Applications

ISBN 10 : 9783319034256
ISBN 13 : 3319034251

This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subj..

Contributions To The Theory Of Monte Carlo And Quasi Monte Carlo Methods

ISBN 10 : 1581120419
ISBN 13 : 9781581120417

Quasi-Monte Carlo methods, which are often described as deterministic versions of Monte Carlo methods, were introduced in the 1950s by number theoreticians. They improve several de..

Digital Nets And Sequences

ISBN 10 : 9781139490054
ISBN 13 : 1139490052

Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory..

Quasi Monte Carlo Methods In Finance

ISBN 10 : 9783836666640
ISBN 13 : 3836666642

Portfolio optimization is a widely studied problem in finance dating back to the work of Merton from the 1960s. While many approaches rely on dynamic programming, some recent contr..

Uniform Distribution And Quasi Monte Carlo Methods

ISBN 10 : 9783110317930
ISBN 13 : 3110317931

The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte C..

Monte Carlo And Quasi Monte Carlo Methods In Scientific Computing

ISBN 10 : 9781461225522
ISBN 13 : 1461225523

Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of pro..