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Monte Carlo and Quasi-Monte Carlo methods 2004

Invariance Principles with Logarithmic Averaging for Ergodic Simulations -- Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains -- Weak Approximation of Stopped Dffusions -- Approximation of Stochastic Programming Problems -- The Asymptotic Distribution of...

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Bibliografske podrobnosti
Main Authors: Niederreiter, Harald, Talay, Denis
Format: Livro
Jezik:Inglês
Izdano: Springer Berlin Heidelberg, 2006
Teme:
Online dostop:https://minerva.ufrj.br/F/?func=direct&doc_number=000898306&local_base=UFR01
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