Springer Proceedings in Mathematics & Statistics

Plaskota, Leszek; Woźniakowski, Henryk

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Details

Published by: Springer

Publication Date: 2012-08-24

Format: Hardcover

ISBN-13: 9783642274398

DOI: 10.1007/978-3-642-27440-4

Dimensions: 235cm x155cm

Pages: 732