Stochastic Simulation and Monte Carlo Methods Mathematical Foundations of Stochastic Simulation /

• Κύριοι συγγραφείς: Graham, Carl (Συγγραφέας), Talay, Denis (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Σειρά: Stochastic Modelling and Applied Probability, 68
• Θέματα: Mathematics.; Economics, Mathematical.; Numerical analysis.; Probabilities.; Probability Theory and Stochastic Processes.; Numerical Analysis.; Quantitative Finance.

In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncer...