Monday, December 24, 2007

Monte Carlo

A Primer for the Monte Carlo Method
by Ilya M. Sobol

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Monte Carlo
by George Fishman

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Monte Carlo Methods in Finance
by Peter Jaeckel

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Life-Cycle Costing Using Activity-Based Costing and Monte Carlo Methods to Manage Future Costs and Risks
by Jan Emblemsv

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Monte Carlo Simulation and Finance
by Don L. McLeish

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Monte Carlo and Quasi-Monte Carlo Methods 2004
by Harald Niederreiter

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