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Carmona, René  A. - Numerical Methods in Finance, ebook

Numerical Methods in Finance

Carmona, René A.


Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity
Pierre Moral, Bruno Rémillard, Sylvain Rubenthaler
5. Optimal Hedging of American Options in Discrete Time
Bruno Rémillard, Alexandre Hocquard, Hugues Langlois, Nicolas

Bailey, David H. - Pi: The Next Generation, ebook

Pi: The Next Generation

Bailey, David H.


Ramanujan, modular equations, and approximations to pi or how to compute one billion digits of pi (1989)
Jonathan M. Borwein, Peter B. Borwein, David H. Bailey
12. Pi, Euler numbers, and asymptotic expansions (1989)
Jonathan M. Borwein, Peter B. Borwein,

Benth, Fred Espen - Stochastic Analysis and Applications, ebook

Stochastic Analysis and Applications

Benth, Fred Espen


Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model
Song Liang
22. Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras
Paul Malliavin
23. The Invariant Distribution of a

Shiryaev, Albert N. - Prokhorov and Contemporary Probability Theory, ebook

Prokhorov and Contemporary Probability Theory

Shiryaev, Albert N.


Asymptotic Expansions for Distributions of Sums of Independent Random Vectors
Algimantas Bikelis
7. An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
Alexander A. Borovkov, Konstantin A. Borovkov