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Advances in Modeling and Simulation : Festschrift for Pierre L’Ecuyer / Zdravko Botev ... [et al.] editors
| 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
| 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 | ||
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Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor
| Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor |
| Autore | Keller, Alexander |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvi, 311 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] |
| Soggetto non controllato |
Control variates
Density Estimation Light transport simulation Low-discrepancy sequences Markov Chain Monte Carlo Monte Carlo Neural networks Quasi-Monte Carlo Quasi-Monte Carlo software Randomized algorithms Sampling Stochastic simulation Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277961 |
Keller, Alexander
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor
| Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor |
| Autore | Keller, Alexander |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvi, 311 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
65-XX - Numerical analysis [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] |
| Soggetto non controllato |
Control variates
Density Estimation Light transport simulation Low-discrepancy sequences Markov Chain Monte Carlo Monte Carlo Neural networks Quasi-Monte Carlo Quasi-Monte Carlo software Randomized algorithms Sampling Stochastic simulation Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00277961 |
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Keller, Alexander
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Neutron Transport : Theory, Modeling, and Computations / Ramadan M. Kuridan
| Neutron Transport : Theory, Modeling, and Computations / Ramadan M. Kuridan |
| Autore | Kuridan, Ramadan M. |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xii, 282 p. : ill. ; 24 cm |
| Soggetto topico | 81V35 - Nuclear physics [MSC 2020] |
| Soggetto non controllato |
Adjoint Function
K Effective Cycle Legendre polynomials Neutron Diffusion Neutron Importance Neutron Transport Numerical solution Random numbers Solution Algorithm Transport Equation Variance reduction Variational methods |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00286140 |
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Kuridan, Ramadan M.
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| 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 |
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Pagès, Gilles
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| 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
| 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 |
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Pagès, Gilles
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Numerics for Mathematical Physics / Grigori N. Milstein, Michael V. Tretyakov
| Stochastic Numerics for Mathematical Physics / Grigori N. Milstein, Michael V. Tretyakov |
| Autore | Milstein, Grigori N. |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xxv, 736 p. : ill. ; 24 cm |
| Altri autori (Persone) | Tretyakov, Michael V. |
| Soggetto topico |
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 60J22 - Computational methods in Markov chains [MSC 2020] 60J60 - Diffusion processes [MSC 2020] 65C05 - Monte Carlo methods [MSC 2020] 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] |
| Soggetto non controllato |
Cauchy problem
Computing ergodic limits Financial mathematics Geometric Integration Langevin equations Mathematical biology Multi-level Monte Carlo methods Nonglobal Lipshitz coefficients Nonlinear parabolic equations Stochastic Hamiltonian systems Stochastic Partial Differential Equations Stochastic differential equations Strong and Weak Approximation for Partial Differential Equations Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00282825 |
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Milstein, Grigori N.
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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