Handbook in Monte Carlo simulation. Applications in financial engineering, risk management, and economics
DOI10.1002/9781118593264zbMATH Open1291.65001OpenAlexW4242019872MaRDI QIDQ5402879FDOQ5402879
Authors: Paolo Brandimarte 
Publication date: 17 March 2014
Full work available at URL: https://doi.org/10.1002/9781118593264
Recommendations
Monte Carlo methods (65C05) General applied mathematics (00A69) General theory of simulation (00A72) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Probabilistic methods, stochastic differential equations (65Cxx)
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- A hierarchical panel data model for the estimation of stochastic metafrontiers: computational issues and an empirical application
- Monte-Carlo simulation. An introduction for engineers and scientists
- Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms
- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
- Anisotropic meta-models for computationally expensive simulations in nonlinear mechanics
- Handbook of financial risk management. Simulations and case studies
- Minimal relative entropy for equivalent martingale measures by low-discrepancy sequence in Lévy process
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