Automatic Nonuniform Random Variate Generation (Statistics and Computing)
Edition: 1 edition
Publisher: Springer
Published: January 12, 2004
Language: eng
Format: Hardcover
Number of pages: 442
ISBN-13: 9783540406525
Subjects: Probability & statistics; Random variables; Finance; Mathematics; Science/Mathematics; Computer Science; Probability & Statistics - General; Bayesian Statistics; Mathematics / Statistics; Monte Carlo Methods; Non-Uniform Random Variate; Option Pricing; Random Variate Generation; UNU.RAN library; VaR