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Choice of courses, computational methods for SDE or machine learning
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<blockquote data-quote="Daniel Duffy" data-source="post: 294593" data-attributes="member: 607"><p>Hard to say. The requirements are not precise enough. It's a huge area. Try looking</p><p></p><p>1. Glasserman 2004 Monte Carlo Methods</p><p>2. Duffy and Kienitz 2009 Monte Carlo Frameworks in C++.</p><p></p><p>These kinds of questions have been on QN for years now, some would say <em>ad nauseam.</em></p></blockquote><p></p>
[QUOTE="Daniel Duffy, post: 294593, member: 607"] Hard to say. The requirements are not precise enough. It's a huge area. Try looking 1. Glasserman 2004 Monte Carlo Methods 2. Duffy and Kienitz 2009 Monte Carlo Frameworks in C++. These kinds of questions have been on QN for years now, some would say [I]ad nauseam.[/I] [/QUOTE]
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Choice of courses, computational methods for SDE or machine learning
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