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Monte Carlo and Quasi-Monte Carlo Methods 2004

Monte Carlo and Quasi-Monte Carlo Methods 2004

Niederreiter, Harald; Talay, Denis (Eds.)
2006, IX, 514 p. 73 illus., Softcover
ISBN: 978-3-540-25541-3


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About this book

This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.

Written for:
Researchers, graduate students
Keywords:
  • Monte Carlo methods
  • Quasi-Monte Carlo methods
  • mathematical finance
  • partial differential equations
  • simulation methods
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