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  • Mathematical Foundations of Stochastic Simulation
    Carl Graham; Denis Talay
    978-3-642-39363-1
    2013
    Edition 1
    • Combines advanced mathematical tools and theoretical analysis of stochastic numerical methods at a high level
    • Provides methods to reach optimal results on the accuracy of Monte Carlo simulations of stochastic processes
    • Contains exercises in the text and problem sets of increasing demand at the end of each chapter ?
    • Includes supplementary material: sn.pub/extras

    €419

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