Numerical Methods for Stochastic Processes

by Nicolas Bouleau and Dominique Lépingle

Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0471546410
• ISBN13: 9780471546412
• Release Date: December 1993
• Publisher: Wiley-Interscience
• Length: 384 Pages
• Weight: 1.65 lbs.
• Dimensions: 1.1" x 6.5" x 9.6"