$Monte Carlo simulation of asymmetric flow field flow fractionation$

Monte Carlo simulation of asymmetric flow field flow fractionation

SDEs are used in the description of a variety of industrial processes. While numerous studies on Monte Carlo and multilevel Monte Carlo methods for SDEs used in ﬁnancial engineering (option pricing, calculation of Greeks etc.) are available in the literature, technical applications are not so broad...

書誌詳細
主要な著者:	Iliev, O, Nagapetyan, T, Ritter, K
その他の著者:	Sabelfield, K
フォーマット:	Book section
出版事項:	De Gruyter 2012

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