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...
Shranjeno v:
Main Authors: | , |
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Format: | Livro |
Jezik: | Inglês |
Izdano: |
Springer Berlin Heidelberg,
2006
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Teme: | |
Online dostop: | https://minerva.ufrj.br/F/?func=direct&doc_number=000898306&local_base=UFR01 |
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