Condyle
发表于 2025-3-23 13:46:46
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冷峻
发表于 2025-3-23 14:10:28
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Ingrained
发表于 2025-3-23 20:32:34
Miscellany,cluded the proofs of two specific mathematical results (discrepancy of the Halton sequence and Pitman-Yor identity) which are not essential in the context of numerical applications but give the mathematical flavor of the underlying theories we use at several places in the book.
A简洁的
发表于 2025-3-24 01:00:47
0172-5939 an extensive bibliography.This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance...Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation,
Nomadic
发表于 2025-3-24 03:18:00
Textbook 2018lude the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well
调整
发表于 2025-3-24 07:41:04
Simulation of Random Variables,of pseudorandom numbers, the inverse distribution function method and von Neumann’s acceptance-rejection method, with applications to the simulation of Gaussian vectors, (fractional) Brownian motion and Poisson process paths.
有危险
发表于 2025-3-24 13:09:33
The Quasi-Monte Carlo Method,-random numbers are replaced by deterministic computable sequences of .-valued vectors which, once substituted . in place of pseudo-random numbers in the Monte Carlo method, may significantly speed up its rate of convergence, making it . independent of the structural dimension . of the simulation.
Myelin
发表于 2025-3-24 18:33:56
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STALL
发表于 2025-3-24 19:31:49
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ODIUM
发表于 2025-3-24 23:29:07
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