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Stochastic simulationStochastic simulation

Stochastic simulation

Peter W. Glynn, Søren Asmussen

Details

OL Work ID
OL18347970W

Subjects

Simulation methodsStochastic analysisStochastic processesDigital computer simulationMathematicsFinanceOperations researchDistribution (Probability theory)Mathematical statisticsIndustrial engineeringProbability Theory and Stochastic ProcessesStatistical Theory and MethodsOperations Research/Decision TheoryIndustrial and Production EngineeringMathematical Programming Operations ResearchQuantitative Finance

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