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- 内容細目... by Lie theory and modular forms ...... Gröbner basis and its applicatio......rentiable maps and data visualiza......ro Ei 著 Models and applications o...... 著 Variational methods in differentia...... 著 Probability and statistics Fin...... Markov Chains and Markov decisio......gnal detection and model selectio......ssion analysis and its developmen......a, abstraction and applications Y......著 Markov Chain Monte Carlo algorithms Osa......pplications of Quasi-Monte Carlo methods Shu Tezuka 著 P......re mathematics and applied mathem......nverse problem and recurrence plo...... 著 Mathematics and manufacturing Ryusuke Masuoka...
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- 件名Monte-Carlo-Simulation Kongress
- 件名（識別子）Monte-Carlo-Simulation Kongress
- 一般注記... Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific ......cal references and index
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- 件名General Economics, Econometrics and Finance Finance
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- 件名Monte-Carlo-Simulation Kongress
- 件名（識別子）Monte-Carlo-Simulation Kongress
- 一般注記... Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific ......cal references and index
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- 件名Monte Carlo method -- Congresses
- 件名（識別子）Monte Carlo method -- Congresses
- 一般注記Includes bibliographical reference and index
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- 一般注記...cal references and index Other editors: Harald N...
- 関連情報Radon series on computational and applied mathematics
- 掲載誌Radon series on computational and applied mathematics
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- 件名Applied Mathematics Computational Theory and Mathematics Computational Mat...
- 参照A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
- 出版者（掲載誌）Springer Science and Business Media LLC
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- 参照Numerical aspects of shot noise representation of infinitely divisible laws and related processes
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- 要約等<jats:p> Quasi–Monte Carlo (QMC) methods are important ......in the pricing and hedging of com......iveness of QMC methods crucially depe...... discontinuity and the dimension ......ath-generation methods (PGMs) affect ......iscontinuities and what the effec......ccuracy of QMC methods. The insight i......ormance in QMC methods are those that......ccuracy of QMC methods more significa...... novel way of handling the discon......duction in QMC methods for pricing options and for estimating......chastic models and simulation. </jats:p>
- 件名Management Science and Operations Research Strategy and Management
- 参照...egrated Quasi--Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment Com...
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- 一般注記Includes bibliographical references and index
- 著者標目... Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
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- 件名Atomic and Molecular Physics, and Optics
- 参照...niform pseudo-random number gener......ints in a cube and the approximat......two dimensions MONTE CARLO METHODS FOR SOLVING MU......certain quasi-random sequences of points in eval...
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- 件名Monte Carlo method -- Congresses
- 件名（識別子）Monte Carlo method -- Congresses
- 一般注記... Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, whic...
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- 要約等...rary review of quasi-Monte Carlo (QMC) methods, that is, equa......s the by-now standard setting of ......t derivatives, and then indicates......alled “product and order dependen......ble to all QMC methods. Furthermore, ......error analysis and construction of lattice rules...