1.

Record Nr.

UNINA9910438157303321

Titolo

Monte Carlo and quasi-Monte Carlo methods 2012 / / Josef Dick, Frances Y. Kuo, Gareth W. Peters, Ian H. Sloan, editors

Pubbl/distr/stampa

Heidelberg, Germany : , : Springer, , 2013

ISBN

3-642-41095-2

Edizione

[1st ed. 2013.]

Descrizione fisica

1 online resource (xii, 686 pages) : illustrations (some color)

Collana

Springer Proceedings in Mathematics & Statistics, , 2194-1009 ; ; 65

Disciplina

518.282

Soggetti

Monte Carlo method

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"ISSN: 2194-1009."

"ISSN: 2194-1017 (electronic)."

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Part I: Invited Articles -- Part II: Tutorial -- Part III: Contributed Articles -- Conference Participants -- Index.

Sommario/riassunto

This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.