Lemieux, Christiane,

Monte Carlo and quasi-Monte Carlo sampling / Christiane Lemieux. - New York : Springer, c2009 - xvi, 373 p. : ill. ; - Springer Series in Statistics .

Includes bibliographical references (p. 347-368) and index.

0387781641 9780387781648


Monte Carlo method.
Numerical analysis.

518.2'82