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Automatic Nonuniform Random Variate Generation

Bag om Automatic Nonuniform Random Variate Generation

The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540406525
  • Indbinding:
  • Hardback
  • Sideantal:
  • 441
  • Udgivet:
  • 23. oktober 2003
  • Udgave:
  • 2004
  • Størrelse:
  • 234x156x25 mm.
  • Vægt:
  • 813 g.
  • 8-11 hverdage.
  • 7. december 2024

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Beskrivelse af Automatic Nonuniform Random Variate Generation

The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

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