Handbook in Monte Carlo Simulation

DOI10.1002/9781118593264zbMath1291.65001OpenAlexW4242019872MaRDI QIDQ5402879

Paolo Brandimarte

Publication date: 17 March 2014

Full work available at URL: https://doi.org/10.1002/9781118593264

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General applied mathematics (00A69) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) General theory of simulation (00A72) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Probabilistic methods, stochastic differential equations (65Cxx)

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