Numerical Methods for Stochastic Processes
AvNicolas Bouleau,Dominique Lépingle
Inbunden, Engelska, 1994
Del 273 i serien Wiley Series in Probability and Statistics
2 575 kr
Beställningsvara. Skickas inom 7-10 vardagar. Fri frakt över 249 kr.
Beskrivning
Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.