Stochastic Simulation: Algorithms and Analysis [electronic resource] /
by Søren Asmussen, Peter W. Glynn.
- New York, NY : Springer Science+Business Media, LLC, 2007.
- v.: digital
- Stochastic Modelling and Applied Probability, 57 0172-4568 .
9780387690339
Mathematics Finance Operations research Distribution (Probability theory) Mathematical statistics Industrial engineering Mathematics Probability Theory and Stochastic Processes Statistical Theory and Methods Operations Research/Decision Theory Industrial and Production Engineering Operations Research, Mathematical Programming Quantitative Finance