Introduction to Quasi-Monte Carlo Integration and Applications
portes grátis
Introduction to Quasi-Monte Carlo Integration and Applications
Leobacher, Gunther; Pillichshammer, Friedrich
Springer Nature Switzerland AG
02/2026
244
Mole
Inglês
9783032054456
15 a 20 dias
Descrição não disponível.
Preface.- Notation.- I Introduction.- II Uniform distribution modulo one.- III QMC integration in reproducing kernel Hilbert spaces.- IV Lattice point sets.- V (t, m, s)-nets and (t, s)-sequences.- VI A short discussion of the discrepancy bounds.- VII Foundations of financial mathematics.- VIII MC and QMC simulation.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Quasi-Monte Carlo methods;Monte Carlo methods;Monte Carlo integration;Halton sequence;Hilbert spaces;Koksma-Hlawka-type inequalities;Weighted inequalities;Lattice point sets;Univariate integration problem;Multivariate integration problem;QMC integration;Discrepancy bounds;Financial mathematics;Monte Carlo simulation
Preface.- Notation.- I Introduction.- II Uniform distribution modulo one.- III QMC integration in reproducing kernel Hilbert spaces.- IV Lattice point sets.- V (t, m, s)-nets and (t, s)-sequences.- VI A short discussion of the discrepancy bounds.- VII Foundations of financial mathematics.- VIII MC and QMC simulation.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Quasi-Monte Carlo methods;Monte Carlo methods;Monte Carlo integration;Halton sequence;Hilbert spaces;Koksma-Hlawka-type inequalities;Weighted inequalities;Lattice point sets;Univariate integration problem;Multivariate integration problem;QMC integration;Discrepancy bounds;Financial mathematics;Monte Carlo simulation
