What This Book Is About

Søren Asmussen; Peter W. Glynn

doi:10.1007/978-0-387-69033-9_1

Stochastic Simulation: Algorithms and Analysis pp 1-27 | Cite as

What This Book Is About

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Søren Asmussen
Peter W. Glynn

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Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 57)

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Option Price Busy Period Markov Chain Monte Carlo Method Strike Price Geometric Brownian Motion

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Authors and Affiliations

Søren Asmussen
- 1
Peter W. Glynn
- 2

1.Department of Mathematical SciencesAarhus UniversityNy MunkegadeDenmark
2.Department of Management Science and EngineeringStanford UniversityStanfordUSA

About this chapter

Cite this chapter as:: Asmussen S., Glynn P.W. (2007) What This Book Is About. In: Stochastic Simulation: Algorithms and Analysis. Stochastic Modelling and Applied Probability, vol 57. Springer, New York, NY

DOI https://doi.org/10.1007/978-0-387-69033-9_1
Publisher Name Springer, New York, NY
Print ISBN 978-0-387-30679-7
Online ISBN 978-0-387-69033-9
eBook Packages Mathematics and Statistics

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