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Monte Carlo and Quasi-Monte Carlo Methods 2008

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Cover of 'Monte Carlo and Quasi-Monte Carlo Methods 2008'

Table of Contents

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    Book Overview
  2. Altmetric Badge
    Chapter 1 Monte Carlo and Quasi-Monte Carlo for Statistics
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    Chapter 2 Monte Carlo Computation in Finance
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    Chapter 3 Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
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    Chapter 4 Computational Complexity of Metropolis-Hastings Methods in High Dimensions
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    Chapter 5 On Quasi-Monte Carlo Rules Achieving Higher Order Convergence
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    Chapter 6 Sensitivity Estimates for Compound Sums
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    Chapter 7 New Perspectives on (0, s )-Sequences
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    Chapter 8 Variable Subspace Sampling and Multi-level Algorithms
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    Chapter 9 Markov Chain Monte Carlo Algorithms: Theory and Practice
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    Chapter 10 MINT – New Features and New Results
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    Chapter 11 Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC
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    Chapter 12 Adaptive Monte Carlo Algorithms Applied to Heterogeneous Transport Problems
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    Chapter 13 Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune...
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    Chapter 14 Distribution of Digital Explicit Inversive Pseudorandom Numbers and Their Binary Threshold Sequence
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    Chapter 15 Extensions of Fibonacci Lattice Rules
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    Chapter 16 Efficient Search for Two-Dimensional Rank-1 Lattices with Applications in Graphics
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    Chapter 17 Parallel Random Number Generators Based on Large Order Multiple Recursive Generators
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    Chapter 18 Efficient Numerical Inversion for Financial Simulations
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    Chapter 19 Equidistribution Properties of Generalized Nets and Sequences
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    Chapter 20 Implementation of a Component-By-Component Algorithm to Generate Small Low-Discrepancy Samples
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    Chapter 21 Quasi-Monte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium
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    Chapter 22 L 2 Discrepancy of Two-Dimensional Digitally Shifted Hammersley Point Sets in Base b
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    Chapter 23 Vibrato Monte Carlo Sensitivities
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    Chapter 24 The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models
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    Chapter 25 (t,m,s) -Nets and Maximized Minimum Distance, Part II
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    Chapter 26 Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion
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    Chapter 27 On Subsequences of Niederreiter-Halton Sequences
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    Chapter 28 Correcting the Bias in Monte Carlo Estimators of American-style Option Values
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    Chapter 29 Fast Principal Components Analysis Method for Finance Problems With Unequal Time Steps
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    Chapter 30 Adaptive Monte Carlo Algorithms for General Transport Problems
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    Chapter 31 On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates
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    Chapter 32 Testing the Tests: Using Random Number Generators to Improve Empirical Tests
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    Chapter 33 Stochastic Spectral Formulations for Elliptic Problems
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    Chapter 34 Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options
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    Chapter 35 Monte Carlo Simulation of Stochastic Integrals when the Cost of Function Evaluation Is Dimension Dependent
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    Chapter 36 Recent Progress in Improvement of Extreme Discrepancy and Star Discrepancy of One-Dimensional Sequences
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    Chapter 37 Discrepancy of Hyperplane Nets and Cyclic Nets
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    Chapter 38 A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition
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    Chapter 39 On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules
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    Chapter 40 Ergodic Estimations of Upscaled Coefficients for Diffusion in Random Velocity Fields
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    Chapter 41 Green’s Functions by Monte Carlo
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    Chapter 42 Tractability of Multivariate Integration for Weighted Korobov Spaces: My 15 Year Partnership with Ian Sloan
Overall attention for this book and its chapters
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Title
Monte Carlo and Quasi-Monte Carlo Methods 2008
Published by
Springer Berlin Heidelberg, November 2009
DOI 10.1007/978-3-642-04107-5
ISBNs
978-3-64-204106-8, 978-3-64-204107-5
Editors

L' Ecuyer, Pierre, Owen, Art B.

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The data shown below were collected from the profile of 1 X user who shared this research output. Click here to find out more about how the information was compiled.
 Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 8 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 8 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 2 25%
Student > Bachelor 1 13%
Researcher 1 13%
Student > Master 1 13%
Unknown 3 38%
Readers by discipline Count As %
Engineering 2 25%
Computer Science 2 25%
Mathematics 1 13%
Unknown 3 38%

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