Abstract
The Monte Carlo simulation method is used extensively in applied science and engineering to solve a variety of stochastic problems. Solutions for this type of problems by Monte Carlo simulation are presented in the following four chapters of the book. We have already used the Monte Carlo method in previous chapters to illustrate theoretical concepts on random variables, conditional expectation, stochastic processes, and stochastic integrals.
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© 2002 Springer Science+Business Media New York
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Grigoriu, M. (2002). Monte Carlo Simulation. In: Stochastic Calculus. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-0-8176-8228-6_5
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DOI: https://doi.org/10.1007/978-0-8176-8228-6_5
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6501-6
Online ISBN: 978-0-8176-8228-6
eBook Packages: Springer Book Archive