Recent Developments in Applied Probability and Statistics : Dedicated to the Memory of Jürgen Lehn
Overview
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).
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Details
- ISBN-13: 9783790825978
- ISBN-10: 3790825972
- Publisher: Physica-Verlag
- Publish Date: May 2010
- Dimensions: 9.2 x 6.1 x 0.8 inches
- Shipping Weight: 1.05 pounds
- Page Count: 235
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