Monte Carlo and Quasi-Monte Carlo Sampling by Christiane Lemieux
English | PDF (True) | 2009 | 382 Pages | ISBN : 0387781641 | 3.88 MB
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute.
