Buch, Englisch, 235 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 385 g
Buch, Englisch, 235 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 385 g
ISBN: 978-3-7908-2910-5
Verlag: Physica Verlag
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders.- A Review on Regression-based Monte Carlo Methods for Pricing American Options.- Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments.- Uncertainty in Gaussian Process Interpolation.- On the Inversive Pseudorandom Number Generator.- Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments.- On Robust Gaussian Graphical Modeling.- Strong Laws of Large Numbers and Nonparametric Estimation.- Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution).- Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution).- Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution).