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Introduction to Quasi-Monte Carlo Integration and Applications (2014)

Introduction to Quasi-Monte Carlo Integration and Applications (2014)

This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications...

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Birkhauser

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$69.99

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This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems.

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