1303865
9780471546412
Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.Bouleau, Nicolas is the author of 'Numerical Methods for Stochastic Processes' with ISBN 9780471546412 and ISBN 0471546410.
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