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Večnivojske Monte Carlo metode : delo diplomskega seminarja
ID Pušnik, Mihaela (Author), ID Velušček, Dejan (Mentor) More about this mentor... This link opens in a new window

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MD5: 40CFFDEFB93D900C4BF9E1334B07C3E8
PID: 20.500.12556/rul/e14def87-e375-415d-90aa-5c97286b9004

Language:Slovenian
Keywords:matematika, numerična integracija, pričakovana vrednost, slučajni procesi, Brownovo gibanje, stohastična analiza, stohastični integral, Monte Carlo metode
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Pušnik]
Year:2016
Number of pages:41 str.
PID:20.500.12556/RUL-97174 This link opens in a new window
UDC:519.2
COBISS.SI-ID:17907801 This link opens in a new window
Publication date in RUL:20.10.2017
Views:2182
Downloads:432
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Secondary language

Language:English
Title:Multilevel Monte Carlo Methods
Keywords:mathematics, numerical integration, expected value, random processes, Brownian motion, stochastic analysis, stochastic integral, Monte Carlo methods

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