Skip to main content
SpringerLink
Log in

Monte-Carlo and Quasi-Monte Carlo Methods 1998

Proceedings of a Conference held at the Claremont Graduate University, Claremont, California, USA, June 22–26, 1998

  • Conference proceedings
  • © 2000

Overview

Editors:
  1. Harald Niederreiter

    1. Institute of Discrete Mathematics, Austrian Academy of Sciences, Vienna, Austria

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Jerome Spanier

    1. Claremont Graduate University, Claremont, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  • One of the few existing literature on Monte Carlo and Quasi-Monte Carlo methods which are enjoying a great surge of popularity in many areas like nuclear design, medicine, computer graphics, finance and geology

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (32 papers)

  1. Front Matter

    Pages I-XVI
    Download chapter PDF

  3. Contributed Papers

    1. Domain Decomposition Methods for Parallel Laser-Tissue Models with Monte Carlo Transport

      • Henry J. Alme, Garry Rodrigue, George Zimmerman
      Pages 137-148

    2. Pricing Complex Barrier Options with General Features Using Sharp Large Deviation Estimates

      • Paolo Baldi, Lucia Caramellino, Maria Gabriella Iovino
      Pages 149-162

    3. Application of Quasi-Monte Carlo Sampling to the Multi Path Method for Radiosity

      • Francesc Castro, Mateu Sbert
      Pages 163-176

    4. Semi-Monte Carlo Light Tracing Applied to the Study of Road Visibility in Fog

      • Eric Dumont
      Pages 177-187

    5. Quasi-Monte Carlo Node Sets from Linear Congruential Generators

      • Karl Entacher, Peter Hellekalek, Pierre L’Ecuyer
      Pages 188-198

    6. Methods for Generating Random Orthogonal Matrices

      • Alan Genz
      Pages 199-213

    7. Comparison of Monte Carlo Algorithms for Obtaining Geometric Convergence for Model Transport Problems

      • Carole Hayakawa, Jerome Spanier
      Pages 214-226

    8. Wavelet Monte Carlo Methods for the Global Solution of Integral Equations

      • Stefan Heinrich
      Pages 227-237

    9. Sequential Correlated Sampling Methods for Some Transport Problems

      • Rong Kong, Jerome Spanier
      Pages 238-251

    10. Error Analysis of Sequential Monte Carlo Methods for Transport Problems

      • Rong Kong, Jerome Spanier
      Pages 252-272

    11. Adaptive Importance Sampling Algorithms for Transport Problems

      • Yongzeng Lai, Jerome Spanier
      Pages 273-283

    12. Applications of Monte Carlo/Quasi-Monte Carlo Methods in Finance: Option Pricing

      • Yongzeng Lai, Jerome Spanier
      Pages 284-295
Back to top

Keywords

About this book

This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Editors and Affiliations

  • Institute of Discrete Mathematics, Austrian Academy of Sciences, Vienna, Austria

    Harald Niederreiter

  • Claremont Graduate University, Claremont, USA

    Jerome Spanier

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation