Advances in Modeling and Simulation
Editor
- Zdravko Botev
- Alexander Keller(NVIDIA)Christiane Lemieux(University of Waterloo)Bruno Tuffin(INRIA, Rennes Bretagne-Atlantique)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), 2022. "Advances in Modeling and Simulation," Springer Books, Springer, number 978-3-031-10193-9, March.
Handle: RePEc:spr:sprbok:978-3-031-10193-9
DOI: 10.1007/978-3-031-10193-9
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Book Chapters
The following chapters of this book are listed in IDEAS- Raul Chavez Aquino & Fabian Bastin & Maria Benazzouz & Mohamed Kharrat, 2022. "Monte Carlo Methods for Pricing American Options," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 1-20, Springer.
- Søren Asmussen, 2022. "Remarks on Lévy Process Simulation," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 21-40, Springer.
- Jose Blanchet & Lin Chen & Jing Dong, 2022. "Exact Sampling for the Maximum of Infinite Memory Gaussian Processes," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 41-63, Springer.
- Zdravko I. Botev & Yi-Lung Chen, 2022. "Truncated Multivariate Student Computations via Exponential Tilting," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 65-87, Springer.
- Alexander Brunhuemer & Gerhard Larcher, 2022. "Quasi-Monte Carlo Methods in Portfolio Selection with Many Constraints," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 89-109, Springer.
- Kemal Dinçer Dingeç & Christos Alexopoulos & David Goldsman & Athanasios Lolos & James R. Wilson, 2022. "Geometric-Moment Contraction of G/G/1 Waiting Times," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 111-130, Springer.
- Adrian Ebert & Peter Kritzer & Friedrich Pillichshammer, 2022. "Tractability of Approximation in the Weighted Korobov Space in the Worst-Case Setting," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 131-150, Springer.
- Lachlan J. Gibson & Dirk P. Kroese, 2022. "Rare-Event Simulation via Neural Networks," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 151-168, Springer.
- Alexander D. Gilbert & Frances Y. Kuo & Ian H. Sloan, 2022. "Preintegration is Not Smoothing When Monotonicity Fails," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 169-191, Springer.
- Paul Glasserman, 2022. "Combined Derivative Estimators," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 193-210, Springer.
- Peter W. Glynn & Shane G. Henderson, 2022. "A Central Limit Theorem For Empirical Quantiles in the Markov Chain Setting," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 211-238, Springer.
- Rami El Haddad & Joseph El Maalouf & Rana Fakhereddine & Christian Lécot, 2022. "Simulation of Markov Chains with Continuous State Space by Using Simple Stratified and Sudoku Latin Square Sampling," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 239-260, Springer.
- Erik Hintz & Marius Hofert & Christiane Lemieux, 2022. "Quasi-Random Sampling with Black Box or Acceptance-Rejection Inputs," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 261-281, Springer.
- Wolfgang Hörmann & Josef Leydold, 2022. "A Generalized Transformed Density Rejection Algorithm," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 283-300, Springer.
- Rathinavel Jagadeeswaran & Fred J. Hickernell, 2022. "Fast Automatic Bayesian Cubature Using Sobol’ Sampling," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 301-318, Springer.
- Alexander Keller & Carsten Wächter & Nikolaus Binder, 2022. "Rendering Along the Hilbert Curve," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 319-332, Springer.
- Marvin K. Nakayama & Bruno Tuffin, 2022. "Array-RQMC to Speed up the Simulation for Estimating the Hitting-Time Distribution to a Rare Set of a Regenerative System," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 333-351, Springer.
- Barry L. Nelson, 2022. "Foundations of Ranking & Selection for Simulation Optimization," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 353-379, Springer.
- Art B. Owen & Zexin Pan, 2022. "Where are the Logs?," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 381-400, Springer.
- Gerardo Rubino, 2022. "Network Reliability, Performability Metrics, Rare Events and Standard Monte Carlo," Springer Books, in: Zdravko Botev & Alexander Keller & Christiane Lemieux & Bruno Tuffin (ed.), Advances in Modeling and Simulation, pages 401-420, Springer.
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