Monte Carlo and Quasi-Monte Carlo Methods MCQMC, Leuven, Belgium, April 2014 /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Cools, Ronald (Editor), Nuyens, Dirk (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: Springer Proceedings in Mathematics & Statistics, 163
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Computer mathematics.; Computational Mathematics and Numerical Analysis.; Applications of Mathematics.
• Physical Description: XVIII, 622 p. 116 illus., 57 illus. in color. online resource.
• ISBN: 9783319335070
• ISSN: 2194-1009 ;

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.