Monte-Carlo methods and stochastic processes : from linear to non-linear /

Monte-Carlo methods and stochastic processes : from linear to non-linear /

Bibliographic Details
Main Author: Gobet, Emmanuel (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : CRC Press, [2016]
Subjects:
Monte Carlo method.
Stochastic processes.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • part A. Toolbox for stochastic simulation
  • part B. Simulation of linear processes
  • part C. Simulation of non-linear processes.