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scientific article; zbMATH DE number 1942835
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scientific article; zbMATH DE number 1942835

    Statements

    author
    James E. Gentle
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    publication date
    30 June 2003
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    Mathematics Subject Classification ID
    65C10
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    65-02
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    65C05
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    11K45
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    60H35
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    65C30
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    91G60
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    zbMATH DE Number
    1942835
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    zbMATH Keywords
    random number generation
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    Monte Carlo methods
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    Monte Carlo studies in statistics
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    computational physics
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    computational finance
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    stochastic differential equations
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    textbook
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    nonlinear congruential generators
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    quasi Monte Carlo method
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    Markov chain Monte Carlo
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    bibliography
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