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 ; .
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.