Monte-Carlo simulation
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integral equationslinear equationsmonographMonte Carlo methodoptimizationquadraturestatistical applications
General theory of simulation (00A72) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical mathematical programming methods (65K05) Numerical methods for integral equations (65R20)
Recommendations
- scientific article; zbMATH DE number 5309034
- Stochastic simulation and Monte-Carlo methods.
- Monte-Carlo methods with R. Translated from the English by Joachim Robert, Robin Ryder, Arbel, Juyan, Pierre Jacob et Brigitte Plessis.
- Monte-Carlo simulation. An introduction for engineers and scientists
- Monte-Carlo methods and stochastic processes. From linear to non-linear
Cited in
(7)- Monte-Carlo methods and stochastic processes. From linear to non-linear
- Classical Monte Carlo simulation
- Monotone Emulation of Computer Experiments
- Some recent results in rare event estimation
- Monte Carlo simulation of rock slope reliability
- Monte-Carlo methods with R. Translated from the English by Joachim Robert, Robin Ryder, Arbel, Juyan, Pierre Jacob et Brigitte Plessis.
- Toward a coherent Monte Carlo simulation of CVA
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