Advances in Modeling and Simulation : Festschrift for Pierre L’Ecuyer / Zdravko Botev ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Springer, 2022 |
Descrizione fisica | xvi, 420 p. : ill. ; 24 cm |
Soggetto non controllato |
Call centers
Digital nets Lattices Markov Chains Modeling Pseudo-random number generation Quasi-Monte Carlo methods Simulation Variance reduction |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0276823 |
Cham, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Advances in Modeling and Simulation : Festschrift for Pierre L’Ecuyer / Zdravko Botev ... [et al.] editors |
Pubbl/distr/stampa | Cham, : Springer, 2022 |
Descrizione fisica | xvi, 420 p. : ill. ; 24 cm |
Soggetto topico |
00-XX - General and overarching topics; collections [MSC 2020]
01-XX - History and biography [MSC 2020] 68-XX - Computer science [MSC 2020] |
Soggetto non controllato |
Call centers
Digital nets Lattices Markov Chains Modeling Pseudo-random number generation Quasi-Monte Carlo methods Simulation Variance reduction |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00276823 |
Cham, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Applied number theory / Harald Niederreiter, Arne Winterhof |
Autore | Niederreiter, Harald |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | X, 442 p. : ill. ; 24 cm |
Altri autori (Persone) | Winterhof, Arne |
Soggetto topico |
11-XX - Number theory [MSC 2020]
94-XX - Information and communication theory, circuits [MSC 2020] 65-XX - Numerical analysis [MSC 2020] |
Soggetto non controllato |
Coding theory
Cryptography Information and communication, circuits Number theory Pseudo-random numbers Quasi-Monte Carlo methods |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113727 |
Niederreiter, Harald | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Applied number theory / Harald Niederreiter, Arne Winterhof |
Autore | Niederreiter, Harald |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | X, 442 p. : ill. ; 24 cm |
Altri autori (Persone) | Winterhof, Arne |
Soggetto topico |
11-XX - Number theory [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 94-XX - Information and communication theory, circuits [MSC 2020] |
Soggetto non controllato |
Coding theory
Cryptography Information and communication, circuits Number theory Pseudo-random numbers Quasi-Monte Carlo methods |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00113727 |
Niederreiter, Harald | ||
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Approximation theory 15. : San Antonio 2016 / Gregory E. Fasshauer, Larry L. Schumaker editors |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | X, 398 p. : ill. ; 24 cm |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
42-XX - Harmonic analysis on Euclidean spaces [MSC 2020] 41-XX - Approximations and expansions [MSC 2020] |
Soggetto non controllato |
Ambient B-splines
Compressive Sensing Multivariate splines PDEs with random coefficients Parametric approximation Quasi-Monte Carlo methods Wavelets and framelets |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123416 |
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Approximation theory 15. : San Antonio 2016 / Gregory E. Fasshauer, Larry L. Schumaker editors |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | X, 398 p. : ill. ; 24 cm |
Soggetto topico |
41-XX - Approximations and expansions [MSC 2020]
42-XX - Harmonic analysis on Euclidean spaces [MSC 2020] 65-XX - Numerical analysis [MSC 2020] |
Soggetto non controllato |
Ambient B-splines
Compressive Sensing Multivariate splines PDEs with random coefficients Parametric approximation Quasi-Monte Carlo methods Wavelets and framelets |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123416 |
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Lattice Rules : Numerical Integration, Approximation, and Discrepancy / Josef Dick, Peter Kritzer, Friedrich Pillichshammer |
Autore | Dick, Josef |
Pubbl/distr/stampa | Cham, : Springer, 2022 |
Descrizione fisica | xvi, 580 p. : ill. ; 24 cm |
Altri autori (Persone) |
Kritzer, Peter
Pillichshammer, Friedrich |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65Dxx - Numerical approximation and computational geometry (primarily algorithms) [MSC 2020] |
Soggetto non controllato |
Discrepancy
Function approximation Information based complexity Lattice Rules Numerical integration Quasi-Monte Carlo methods Tractability Worst-case error |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0277753 |
Dick, Josef | ||
Cham, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Lattice Rules : Numerical Integration, Approximation, and Discrepancy / Josef Dick, Peter Kritzer, Friedrich Pillichshammer |
Autore | Dick, Josef |
Pubbl/distr/stampa | Cham, : Springer, 2022 |
Descrizione fisica | xvi, 580 p. : ill. ; 24 cm |
Altri autori (Persone) |
Kritzer, Peter
Pillichshammer, Friedrich |
Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65Dxx - Numerical approximation and computational geometry (primarily algorithms) [MSC 2020] |
Soggetto non controllato |
Discrepancy
Function approximation Information based complexity Lattice Rules Numerical integration Quasi-Monte Carlo methods Tractability Worst-case error |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00277753 |
Dick, Josef | ||
Cham, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
Autore | Pagès, Gilles |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
Soggetto topico |
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124914 |
Pagès, Gilles | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
Autore | Pagès, Gilles |
Pubbl/distr/stampa | Cham, : Springer, 2018 |
Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
Soggetto topico |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124914 |
Pagès, Gilles | ||
Cham, : Springer, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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