Monte Carlo and Quasi-Monte Carlo Methods 2010

  • Leszek Plaskota
  • Henryk Woźniakowski
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 23)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Invited Articles

    1. Front Matter
      Pages 1-1
  3. Invited articles

  4. Contributed Articles

    1. Front Matter
      Pages 233-233
    2. Sylvestre Burgos, Michael B. Giles
      Pages 281-296
    3. Aleksandr Burmistrov, Mariya Korotchenko
      Pages 297-311
    4. Su Chen, Makoto Matsumoto, Takuji Nishimura, Art B. Owen
      Pages 313-327
    5. G. E. Fasshauer, F. J. Hickernell, H. Woźniakowski
      Pages 329-344
    6. Henri Faure, Christiane Lemieux, Xiaoheng Wang
      Pages 345-362

About these proceedings

Introduction

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Keywords

Monte Carlo and quasi-Monte Carlo methods high-dimensional problems low discrepancy points, digital nets, and lattice rules random and pseudorandom numbers random processes

Editors and affiliations

  • Leszek Plaskota
    • 1
  • Henryk Woźniakowski
    • 2
  1. 1., Institute of Applied MathematicsUniversity of WarsawWarsawPoland
  2. 2., Institute of Applied MathematicsUniversity of WarsawWarsawPoland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-27440-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 2012
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-27439-8
  • Online ISBN 978-3-642-27440-4
  • Series Print ISSN 2194-1009
  • Series Online ISSN 2194-1017