Monte Carlo and Quasi-Monte Carlo Sampling
QuasiMonte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitione...
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| Format: | Electronic |
| Language: | English |
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New York, NY :
Springer New York,
2009.
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| Edition: | 1. |
| Series: | Springer Series in Statistics,
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-78165-5 |