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Simulation and Monte Carlo - MaRDI portal

Simulation and Monte Carlo (Q3415184)

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Simulation and Monte Carlo
scientific article

    Statements

    title
    Simulation and Monte Carlo (English)
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    author
    J. S. Dagpunar
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    publication date
    15 January 2007
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    zbMATH Keywords
    simulations
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    Monte Carlo methods
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    uniform random numbers
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    standard distributions
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    variance reduction
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    simulation and finance
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    Markov chain
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    random number generation
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    textbook
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    Markov chain Monte Carlo
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    method
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    pseudo-random numbers
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    describes a project that uses
    Maple
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    AS 183
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    Identifiers

    DOI
    10.1002/9780470061336
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    Mathematics Subject Classification ID
    65Cxx
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    60J05
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    11K06
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    11K45
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    60E05
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    60J10
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    65-02
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    60K25
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    60J22
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    91G60
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    62J10
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    62E10
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    zbMATH DE Number
    5116127
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    OpenAlex ID
    W2480977715
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