Springer Proceedings in Mathematics & Statistics: MCQMC 2016, Stanford, CA, August 14-19

Owen, Art B.; Glynn, Peter W.

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.

Details

Published by: Springer

Publication Date: 2018-07-04

Format: Hardcover

ISBN-13: 9783319914350

DOI: 10.1007/978-3-319-91436-7

Dimensions: 235cm x155cm

Pages: 479