Monte Carlo and Quasi-Monte Carlo methods 2008:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2009
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 672 S. graph. Darst. 235 mm x 155 mm |
| ISBN: | 9783642041068 9783642041075 |
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Record in the Search Index
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| adam_text | CONTENTS PARTI TUTORIALS MONTE CARLO AND QUASI-MONTE CARLO FOR
STATISTICS 3 ART B. OWEN MONTE CARLO COMPUTATION IN FINANCE 19 JEREMY
STAUM PART II INVITED ARTICLES PARTICLE MARKOV CHAIN MONTE CARLO FOR
EFFICIENT NUMERICAL SIMULATION . 45 CHRISTOPHE ANDRIEU, ARNAUD DOUCET,
AND ROMAN HOLENSTEIN COMPUTATIONAL COMPLEXITY OF METROPOLIS-HASTINGS
METHODS IN HIGH DIMENSIONS 61 ALEXANDRAS BESKOS AND ANDREW STUART ON
QUASI-MONTE CARLO RULES ACHIEVING HIGHER ORDER CONVERGENCE .... 73 JOSEF
DICK SENSITIVITY ESTIMATES FOR COMPOUND SUMS 97 PAUL GLASSERMAN AND
KYOUNG-KUK KIM NEW PERSPECTIVES ON (0, .^-SEQUENCES 113 CHRISTIANE
LEMIEUX AND HENRI FAURE VARIABLE SUBSPACE SAMPLING AND MULTI-LEVEL
ALGORITHMS 131 THOMAS MIILLER-GRONBACH AND KLAUS RITTER MARKOV CHAIN
MONTE CARLO ALGORITHMS: THEORY AND PRACTICE 157 JEFFREY S. ROSENTHAL
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/99579622X DIGITALISIERT
DURCH X CONTENTS MINT - NEW FEATURES AND NEW RESULTS 171 RUDOLF SCHUERER
AND WOLFGANG CH. SCHMID PART III CONTRIBUTED ARTICLES RECURSIVE
COMPUTATION OF VALUE-AT-RISK AND CONDITIONAL VALUE-AT-RISK USING MC AND
QMC 193 OLIVIER BARDOU, NOUFEL FRIKHA, AND GILLES PAGES ADAPTIVE MONTE
CARLO ALGORITHMS APPLIED TO HETEROGENEOUS TRANSPORT PROBLEMS 209
KATHERINE BHAN, RONG KONG, AND JEROME SPANIER EFFICIENT SIMULATION OF
LIGHT-TAILED SUMS: AN OLD-FOLK SONG SUNG TO A FASTER NEW TUNE 227 JOSE
H. BLANCHET, KEVIN LEDER, AND PETER W. GLYNN DISTRIBUTION OF DIGITAL
EXPLICIT INVERSIVE PSEUDORANDOM NUMBERS AND THEIR BINARY THRESHOLD
SEQUENCE 249 ZHIXIONG CHEN, DOMINGO GOMEZ, AND ARNE WINTERHOF EXTENSIONS
OF FIBONACCI LATTICE RULES 259 RONALD COOLS AND DIRK NUYENS EFFICIENT
SEARCH FOR TWO-DIMENSIONAL RANK-1 LATTICES WITH APPLICATIONS IN GRAPHICS
27 1 SABRINA DAMMERTZ, HOLGER DAMMERTZ, AND ALEXANDER KELLER PARALLEL
RANDOM NUMBER GENERATORS BASED ON LARGE ORDER MULTIPLE RECURSIVE
GENERATORS 289 LIH-YUAN DENG, JYH-JEN HORNG SHIAU, AND GWEI-HUNG TSAI
EFFICIENT NUMERICAL INVERSION FOR FINANCIAL SIMULATIONS 297 GERHARD
DERFLINGER, WOLFGANG HOERMANN, JOSEF LEYDOLD, AND HALIS SAK
EQUIDISTRIBUTIO CONTENTS XI VIBRATO MONTE CARLO SENSITIVITIES 369
MICHAEL B. GILES THE WEIGHTED VARIANCE MINIMIZATION IN JUMP-DIFFUSION
STOCHASTIC VOLATILITY MODELS 383 ANATOLY GORMIN AND YURI KASHTANOV (T,
M, I)-NETS AND MAXIMIZED MINIMUM DISTANCE, PART H 395 LEONHARD
GRUENSCHLOSS AND ALEXANDER KELLER AUTOMATION OF STATISTICAL TESTS ON
RANDOMNESS TO OBTAIN CLEARER CONCLUSION 411 HIROSHI HARAMOTO ON
SUBSEQUENCES OF NIEDERREITER-HALTON SEQUENCES 423 ROSWITHA HOFER
CORRECTING THE BIAS IN MONTE CARLO ESTIMATORS OF AMERICAN-STYLE OPTION
VALUES 439 K.H. FELIX KAN, R. MARK REESOR, TYSON WHITEHEAD, AND MATT
DAVISON FAST PRINCIPAL COMPONENTS ANALYSIS METHOD FOR FINANCE PROBLEMS
WITH UNEQUAL TIME STEPS 455 JENS KEINER AND BENJAMIN J. WATERHOUSE
ADAPTIVE MONTE CARLO ALGORITHMS FOR GENERAL TRANSPORT PROBLEMS 467 RONG
KONG, MARTIN AMBROSE, AND JEROME SPANIER ON ARRAY-RQMC FOR MARKOV
CHAINS: MAPPING ALTERNATIVES AND CONVERGENCE RATES 485 PIERRE L ECUYER,
CHRISTIAN LECOT, AND ADAM L ARCHEVEQUE-GAUDET TESTING THE TESTS: USING
RANDOM NUMBER GENERATORS TO IMPROVE EMPIRICA XII CONTENTS RECENT
PROGRESS IN IMPROVEMENT OF EXTREME DISCREPANCY AND STAR DISCREPANCY OF
ONE-DIMENSIONAL SEQUENCES 561 VICTOR OSTROMOUKHOV DISCREPANCY OF
HYPERPLANE NETS AND CYCLIC NETS 573 FRIEDRICH PILLICHSHAMMER AND
GOTTLIEB PIRSIC A PRNG SPECIALIZED IN DOUBLE PRECISION FLOATING POINT
NUMBERS USING AN AFFINE TRANSITION 589 MUTSUO SAITO AND MAKOTO MATSUMOTO
ON THE BEHAVIOR OF THE WEIGHTED STAR DISCREPANCY BOUNDS FOR SHIFTED
LATTICE RULES 603 VASILE SINESCU AND PIERRE L ECUYER ERGODIC ESTIMATIONS
OF UPSCALED COEFFICIENTS FOR DIFFUSION IN RANDOM VELOCITY FIELDS 617
NICOLAE SUCIU AND CALIN VAMOS, GREEN S FUNCTIONS BY MONTE CARLO 627
DAVID WHITE AND ANDREW STUART TRACTABILITY OF MULTIVARIATE INTEGRATION
FOR WEIGHTED KOROBOV SPACES: MY 15 YEAR PARTNERSHIP WITH IAN SLOAN 637
HENRYK WOZNIAKOWSKI CONFERENCE PARTICIPANTS 655 INDEX 671
|
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| dewey-raw | 507 |
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| discipline | Allgemeine Naturwissenschaft Mathematik |
| format | Book |
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| indexdate | 2024-07-09T22:07:05Z |
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| isbn | 9783642041068 9783642041075 |
| language | English |
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| physical | XII, 672 S. graph. Darst. 235 mm x 155 mm |
| publishDate | 2009 |
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| spelling | Monte Carlo and Quasi-Monte Carlo methods 2008 Pierre L'Ecuyer ... ed. Berlin [u.a.] Springer 2009 XII, 672 S. graph. Darst. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2008 Montréal gnd-content Monte-Carlo-Simulation (DE-588)4240945-7 s DE-604 L'Ecuyer, Pierre Sonstige oth DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018762125&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Monte Carlo and Quasi-Monte Carlo methods 2008 Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| subject_GND | (DE-588)4240945-7 (DE-588)1071861417 |
| title | Monte Carlo and Quasi-Monte Carlo methods 2008 |
| title_auth | Monte Carlo and Quasi-Monte Carlo methods 2008 |
| title_exact_search | Monte Carlo and Quasi-Monte Carlo methods 2008 |
| title_full | Monte Carlo and Quasi-Monte Carlo methods 2008 Pierre L'Ecuyer ... ed. |
| title_fullStr | Monte Carlo and Quasi-Monte Carlo methods 2008 Pierre L'Ecuyer ... ed. |
| title_full_unstemmed | Monte Carlo and Quasi-Monte Carlo methods 2008 Pierre L'Ecuyer ... ed. |
| title_short | Monte Carlo and Quasi-Monte Carlo methods 2008 |
| title_sort | monte carlo and quasi monte carlo methods 2008 |
| topic | Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| topic_facet | Datenverarbeitung Naturwissenschaft Monte Carlo method Congresses Science Data processing Congresses Monte-Carlo-Simulation Konferenzschrift 2008 Montréal |
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