Handbook of monte carlo methods / Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev.

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications. More and more of today's numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their...

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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Authors:	Kroese, Dirk P., Taimre, Thomas (Author), Botev, Zdravko I. (Author)
Format:	eBook
Language:	English
Published:	[Place of publication not identified] : Wiley, 2011.
Series:	Wiley series in probability and statistics ; 706.
Subjects:	Monte Carlo method > Handbooks, manuals, etc. Monte Carlo method. Handbooks and manuals.