title | ISBN-13 | year of publica- tion | other author(s) | |
---|---|---|---|---|
Monte Carlo and Quasi-Monte Carlo Methods 2004 | 978-3-540-25541-3 | 2005 | Harald Niederreiter | |
Numerical Methods in Finance | 978-0-521-57354-2 | 1997 | L.C.G. Rogers · H.K. Moffatt | |
Probabilistic Models for Nonlinear Partial Differential Equations: Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo ... May 22 - 30, 1995 | 978-3-540-61397-8 | 2009 | Luciano Tubaro | |
Simulation stochastique et méthodes de Monte-Carlo | 978-2-7302-1582-4 | 2011 | Carl Graham | |
Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation | 978-3-642-39362-4 | 2013 | " | |
Understanding Numerical Analysis for Option Pricing | 978-0-521-62114-4 | 2020 | Bernard Lapeyre · Agnes Sulem |
Cambridge University Press · Editions de l'école polytechnique · Springer