Monte Carlo and Quasi-Monte Carlo Methods 2012

Monte Carlo and Quasi-Monte Carlo Methods 2012

Josef Dick, Frances Y. Kuo, Gareth W. Peters, Ian H. Sloan


This e-book represents the refereed court cases of the 10th overseas convention on Monte Carlo and Quasi-Monte Carlo tools in clinical Computing that used to be held on the college of recent South Wales (Australia) in February 2012. those biennial meetings are significant occasions for Monte Carlo and the leading occasion for quasi-Monte Carlo learn. The court cases comprise articles in response to invited lectures in addition to conscientiously chosen contributed papers on all theoretical features and functions of Monte Carlo and quasi-Monte Carlo tools. The reader might be supplied with details on most up-to-date advancements in those very lively parts. The e-book is a wonderful reference for theoreticians and practitioners attracted to fixing high-dimensional computational difficulties bobbing up, specifically, in finance, information and special effects.

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