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Monte carlo and quasi-monte carlo sampling /

Lemieux, Christiane.

Monte carlo and quasi-monte carlo sampling / Christiane Lemieux. - New York : Springer, c2010 - xvi, 373 p. : ill. ; 24 cm. - Springer Series in Statistics . - Springer series in statistics. .

Includes bibliographical references (p. 347-368) and index.

01727397 9781441926760

2008942366


Monte Carlo method.
Numerical analysis.

QA298 / .L46 2010

518.2'82
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