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Numerical Methods for Stochastic Processes
Numerical Methods for Stochastic Processes
Author: Nicolas Bouleau, Dominique Lépingle
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...  more »
ISBN-13: 9780471546412
ISBN-10: 0471546410
Publication Date: 12/17/1993
Pages: 384
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Publisher: Wiley-Interscience
Book Type: Hardcover
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