Monte Carlo and Quasi-Monte Carlo Methods 2004

  • Harald Niederreiter
  • Denis Talay

Table of contents

  1. Front Matter
    Pages I-IX
  2. Christophette Blanchet-Scalliet, Awa Diop, Rajna Gibson, Denis Talay, Etienne Tanré
    Pages 15-30
  3. F.M. Buchmann, W.P. Petersen
    Pages 31-44
  4. Christine Choirat, Christian Hess, Raffaello Seri
    Pages 45-59
  5. Christine Choirat, Raffaello Seri
    Pages 61-76
  6. Josef Dick, Harald Niederreiter, Friedrich Pillichshammer
    Pages 77-96
  7. Andrew Dickinson
    Pages 97-112
  8. Jean-Pierre Fouque, Josselin Garnier, André Nachbin, Knut Sølna
    Pages 127-145
  9. Alexander Keller
    Pages 217-243
  10. Thomas Kollig, Alexander Keller
    Pages 245-257
  11. Janne Kontkanen, Jussi Räsänen, Alexander Keller
    Pages 259-272
  12. Frances Y. Kuo, Ian H. Sloan, Henryk Woźniakowski
    Pages 289-330
  13. Pierre L’Ecuyer, Christian Lécot, Bruno Tuffin
    Pages 331-342

About these proceedings

Keywords

Monte Carlo method Monte Carlo methods Quasi-Monte Carlo methods mathematical finance partial differential equations scientific computing simulation methods

Editors and affiliations

  • Harald Niederreiter
    • 1
  • Denis Talay
    • 2
  1. 1.Department of MathematicsNational University of SingaporeSingaporeRepublic of Singapore
  2. 2.INRIA Sophia AntipolisSophia Antipolis CedexFrance

Bibliographic information

  • DOI https://doi.org/10.1007/3-540-31186-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 2006
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-25541-3
  • Online ISBN 978-3-540-31186-7
  • About this book