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Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2016, Stanford, Ca, August 14-19 (in English)
Owen, Art B. ; Glynn, Peter W. (Author)
·
Springer
· Paperback
Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2016, Stanford, Ca, August 14-19 (in English) - Owen, Art B. ; Glynn, Peter W.
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Synopsis "Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2016, Stanford, Ca, August 14-19 (in English)"
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
