Monte Carlo and Quasi-Monte Carlo Sampling

• Main Author: Lemieux, Christiane (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2009.
• Edition: 1.
• Series: Springer Series in Statistics,
• Subjects: Statistics.; Statistical Theory and Methods.

Quasi–Monte 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...