LIBROS DEL AUTOR: christiane lemieux

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  • Monte Carlo and Quasi-Monte Carlo Sampling
    Christiane Lemieux
    The Monte Carlo method.- Sampling from known distributions.- Pseudorandom number generators.- Variance reduction techniques.- Quasi-Monte Carlo constructions.- Using quasi-Monte Carlo constructions.- Using quasi-Monte Carlo in practice.- Financial applications.- Beyond numerical integration.- Review of algebra.- Error and variance analysis for Halton sequences.- References.- In...
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