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Wiley Numerical Methods for Stochastic Processes: 273 (Wiley Series in Probability and Statistics)

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Description

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 Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
07 February 1994
Listed Since
09 February 2007

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