Random Number Generation and Monte Carlo Methods (Statistics and Computing)

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by James E. Gentle

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• A Primer for the Monte Carlo Method; Ilya M. Sobol, et al
• Monte Carlo : Concepts, Algorithms, and Applications (Springer Series in Operations Research); George S. Fishman
• Quantitative Risk Analysis : A Guide to Monte Carlo Simulation Modelling; David Vose
• Modelling Extremal Events for Insurance and Finance (Applications of Mathematics, Vol 33); Paul Embrechts, et al

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