minuscule
发表于 2025-3-21 18:18:22
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Aids209
发表于 2025-3-22 00:04:34
0172-5939 at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study..978-3-319-90274-6978-3-319-90276-0Series ISSN 0172-5939 Series E-ISSN 2191-6675
Lime石灰
发表于 2025-3-22 03:51:37
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漂白
发表于 2025-3-22 05:04:14
,Optimal Quantization Methods I: Cubatures,onte Carlo simulation at least up to 5 dimensions. A first approach to the computation of (quadratic) optimal quantizers of a given distribution is developed. Quantization is also investigated in Chap. . from an algorithmic view point and . as a numerical method to price Bermuda and American options.
不规则
发表于 2025-3-22 10:04:03
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set598
发表于 2025-3-22 15:16:33
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Halfhearted
发表于 2025-3-22 20:09:59
Stochastic Approximation with Applications to Finance, which allows to minimize the asymptotic variance of such procedures, is also analyzed. Various applications to finance are developed: computation of implicit parameters (volatility, correlation, etc), calibration and the computation of Value-at-Risk and conditional value-at-risk (expected shortfall).
灾难
发表于 2025-3-22 23:30:23
The Diffusion Bridge Method: Application to Path-Dependent Options (II),Several first order weak error are stated with precise references. Applications to several families of path-dependent European options (Asian, lookback, barrier) are given, including some variance reduction methods for barrier options.
讨人喜欢
发表于 2025-3-23 01:54:18
Textbook 2018s, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration...Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study..
ACME
发表于 2025-3-23 08:31:39
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