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Devroye, Luc

Recent Developments in Applied Probability and Statistics

Devroye, Luc - Recent Developments in Applied Probability and Statistics, e-kirja

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ISBN: 9783790825985
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Table of contents

1. On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion andBrownian Meanders
Luc Devroye

2. A Review on Regression-based Monte Carlo Methods for Pricing American Options
Michael Kohler

3. Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments
Ralf Korn, Stefanie Müller

4. Uncertainty in Gaussian Process Interpolation
Hilke Kracker, Björn Bornkamp, Sonja Kuhnt, Ursula Gather, Katja Ickstadt

5. On the Inversive Pseudorandom Number Generator
Wilfried Meidl, Alev Topuzoğlu

6. Strong and Weak Approximation Methods forStochastic Differential Equations—Some Recent Developments
Andreas Rößler

7. On Robust Gaussian Graphical Modeling
Daniel Vogel, Roland Fried

8. Strong Laws of Large Numbers andNonparametric Estimation
Harro Walk

9. Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution)
Bülent Karasözen

10. Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution)
Ralf Korn

11. Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution)
Michael Schäfer

Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Statistical Theory and Methods, Probability and Statistics in Computer Science

Tekijä(t)
 
 
 
Julkaisija
Springer
Julkaisuvuosi
2010
Kieli
en
Painos
1
Sivumäärä
12 sivua
Kategoria
Eksaktit luonnontieteet
Tiedostomuoto
E-kirja
eISBN (PDF)
9783790825985

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