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12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo...

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Detalles Bibliográficos
Autores principales: Owen, Art, Glynn, Peter
Lenguaje:eng
Publicado: Springer 2018
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-91436-7
http://cds.cern.ch/record/2634044
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author Owen, Art
Glynn, Peter
author_facet Owen, Art
Glynn, Peter
author_sort Owen, Art
collection CERN
description This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
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institution Organización Europea para la Investigación Nuclear
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spelling cern-26340442021-04-22T06:34:14Zdoi:10.1007/978-3-319-91436-7http://cds.cern.ch/record/2634044engOwen, ArtGlynn, Peter12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific ComputingMathematical Physics and MathematicsThis book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.Springeroai:cds.cern.ch:26340442018
spellingShingle Mathematical Physics and Mathematics
Owen, Art
Glynn, Peter
12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
title 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
title_full 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
title_fullStr 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
title_full_unstemmed 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
title_short 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
title_sort 12th international conference on monte carlo and quasi-monte carlo methods in scientific computing
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-319-91436-7
http://cds.cern.ch/record/2634044
work_keys_str_mv AT owenart 12thinternationalconferenceonmontecarloandquasimontecarlomethodsinscientificcomputing
AT glynnpeter 12thinternationalconferenceonmontecarloandquasimontecarlomethodsinscientificcomputing