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Stochastic Simulation algorithms and analysis /

Asmussen, Soren.

Stochastic Simulation algorithms and analysis / [electronic resource] : by Soren Asmussen, Peter W. Glynn. - New York : Springer Science+Business Media, LLC, 2007. - xiv, 476 p. : ill., digital ; 24 cm. - Stochastic Modelling and Applied Probability, 57 0172-4568 ; .

ISBN: 9780387690339 (electronic bk.) 9780387306797 (paper)

Subjects--Topical Terms:
Stochastic analysis.
Simulation methods.
Mathematics.
Industrial and Production Engineering.
Operations Research, Mathematical Programming.
Operations Research/Decision Theory.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Statistical Theory and Methods.

LC Class. No.: QA274.2 / A75 2007

Dewey Class. No.: 519.23

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