Monte Carlo and Quasi-Monte Carlo Methods

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Monte Carlo and Quasi-Monte Carlo Methods is written by Bruno Tuffin and published by Springer Nature. It's available with International Standard Book Number or ISBN identification 3030434656 (ISBN 10) and 9783030434656 (ISBN 13).

​This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.