Lectures on Monte Carlo methods
by Madras, Neal Noah, Madras, Neal
fromFields Institute Monographs
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Type: Book
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Machine generated contents note: Chapter 1 Introduction. -- 1.1 Probability metrics. -- 1.2 Applications in finance. -- Chapter 2 Probability distances and metrics. -- 2.1 Introduction. -- 2.2 Some examples of probability metrics. -- 2.2.1 Engineer's metric. -- 2.2.2 Uniform (or…
"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payo…
Statistical multiple integration: proceedings of a joint summer research conference…
by Flournoy, Nancy, Institute of Mathematical Sciences (New York, N.Y.), Society for Industrial and Applied Mathematics (U.S.), American Mathematical Society, Statistical Multiple Integration, Arcata (CA)), AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences, (Arcata (CA))
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Type: Book
Adaptive methods of computing mathematics and mechanics: stochastic variant
by Arsenev, Dimitrij Germanovič, Mathematiker, Russland, Kulčickij, Oleg Jurevič, Mathematiker, Russland, Ivanov, Vladimir Michajlovič, Mathematiker, Russland, Arsenev, Dimitrij Germanovič, Mathematician, Russia, Arsenev, Dimitrij Germanovič, Mathématicien, Russie, Kulčickij, Oleg Jurevič, Mathematician, Russia, Kulčickij, Oleg Jurevič, Mathématicien, Russie, Ivanov, Vladimir Michajlovič, Mathématicien, Russie, Ivanov, Vladimir Michajlovič, Mathematician, Russia
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Type: Book
