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Other Applications

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Conditional Monte Carlo

Part of the book series: The Springer International Series in Engineering and Computer Science ((SECS,volume 392))

Abstract

In this chapter, we present examples from three other application areas:

  • a replacement problem, from maintenance theory;

  • options pricing problems, from mathematical finance;

  • optimal design of control charts, from statistical quality control.

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Authors and Affiliations

  1. University of Maryland, College Park, Maryland, USA

    Michael Fu

  2. Boston University, Boston, Massachusetts, USA

    Jian-Qiang Hu

Authors
  1. Michael Fu
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  2. Jian-Qiang Hu
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© 1997 Springer Science+Business Media New York

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Fu, M., Hu, JQ. (1997). Other Applications. In: Conditional Monte Carlo. The Springer International Series in Engineering and Computer Science, vol 392. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-6293-1_8

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  • DOI: https://doi.org/10.1007/978-1-4615-6293-1_8

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7889-1

  • Online ISBN: 978-1-4615-6293-1

  • eBook Packages: Springer Book Archive

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