Stochastic Simulation algorithms and analysis - Asmussen, Soren; Glynn, Peter W.; SpringerLink (Online service) (New York : Springer Science+Business Media, LLC, 2007)
Keywords: Stochastic analysis; Simulation methods; Mathematics; Industrial and Production Engineering; Operations Research, Mathematical Programming; Operations Research/Decision Theory; Probability Theory and Stochastic Processes; Quantitative Finance; Statistical Theory and Methods