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Stochastic Simulation and Monte Carlo Methods
by Graham, Carl.
Publication:
. XVI, 260 p. 4 illus.
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Condition
by Bürgisser, Peter.
Publication:
. XXXI, 554 p. 32 illus.
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Computational Methods for Quantitative Finance
by Hilber, Norbert.
Publication:
. XIII, 299 p. 57 illus., 48 illus. in color.
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Progress in Industrial Mathematics at ECMI 2008
by Fitt, Alistair D.
Publication:
. XXI, 1083 p. 356 illus.
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Contemporary Quantitative Finance
by Chiarella, Carl.
Publication:
. X, 440p. 35 illus.
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Finance with Monte Carlo
by Shonkwiler, Ronald W.
Publication:
. XIX, 250 p. 70 illus., 17 illus. in color.
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Matrix-Analytic Methods in Stochastic Models
by Latouche, Guy.
Publication:
. XIV, 256 p. 47 illus.
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Stationarity and Convergence in Reduce-or-Retreat Minimization
by Levy, Adam B.
Publication:
. XII, 55 p. 3 illus., 1 illus. in color.
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Analyzing Markov Chains using Kronecker Products
by Dayar, Tuğrul.
Publication:
. IX, 86 p. 3 illus.
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Operator Inequalities of Ostrowski and Trapezoidal Type
by Dragomir, Silvestru Sever.
Publication:
. VI, 120p.
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Applied Probability
by Lange, Kenneth.
Publication:
. XVI, 436 p.
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Introducing Monte Carlo Methods with R
by Robert, Christian.
Publication:
. XX, 284 p.
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Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
by Dragan, Vasile.
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Modeling with Stochastic Programming
by King, Alan J.
Publication:
. XVI, 173 p. 30 illus.
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Automatic trend estimation
by Vamos¸, C˘alin.
Publication:
. X, 131 p. 77 illus.
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