Examples in Monte Carlo simulation

S. Asmussen

Research output: Book/ReportReportAcademic

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Abstract

The present document was developed for the lectures (3 x 2 x 45 minutes) I gave at the EURANDOM Activity Month in Risk and Queueing in March 2013. The main purpose was to show some more practically oriented aspects of the Monte Carlo method.
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages68
Publication statusPublished - 2013

Publication series

NameReport Eurandom
Volume2013016
ISSN (Print)1389-2355

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