Monte Carlo : concepts, algorithms, and applications
Year of publication: |
1996
|
---|---|
Authors: | Fishman, George S. |
Publisher: |
New York : Springer |
Subject: | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Algorithmus | Algorithm | Simulation |
Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [zbmath.org] |
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Monte Carlo methods in financial engineering
Glasserman, Paul, (2004)
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Monte Carlo methods in financial engineering
Glasserman, Paul, (2003)
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard, (2010)
- More ...
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A conversation with George Fishman
Fishman, George S., (2009)
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Advancing the frontiers of simulation : a Festschrift in honor of George Samual Fishman
Alexopoulos, Christos, (2009)
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Spectral methods in econometrics
Fishman, George S., (1969)
- More ...