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It All Began in Monte Carlo

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The one and only: The Ballet Russe de Monte Carlo [first edition]

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Markov Chains : Gibbs Fields, Monte Carlo Simulation, and Queues

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Monte Carlo Methods

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An Introduction to Sequential Monte Carlo (Springer Series in Statistics)

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Monte Carlo Methods in Finance

Monte Carlo: A Novel (Classic Reprint)

Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)

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