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1. |
Record Nr. |
UNINA9910463858603321 |
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Autore |
Silvestrov Dmitrii S |
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Titolo |
American-type options : stochastic approximation methods. Volume 1 / / Dmitrii S. Silvestrov |
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Pubbl/distr/stampa |
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Berlin : , : De Gruyter, , [2014] |
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©2014 |
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ISBN |
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Descrizione fisica |
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1 online resource (520 p.) |
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Collana |
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De Gruyter studies in mathematics, , 0179-0986 ; ; volume 56 |
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Disciplina |
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Soggetti |
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Options (Finance) - Mathematical models |
Stochastic approximation |
Markov processes |
Business mathematics |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Front matter -- Preface -- Contents -- 1. Multivariate modulated Markov log-price processes (LPP) -- 2. American-type options -- 3. Backward recurrence reward algorithms -- 4. Upper bounds for option rewards -- 5. Convergence of option rewards - I -- 6. Convergence of option rewards - II -- 7. Space-skeleton reward approximations -- 8. Convergence of rewards for Markov Gaussian LPP -- 9. Tree-type approximations for Markov Gaussian LPP -- 10. Convergence of tree-type reward approximations -- Bibliographical Remarks -- Bibliography -- Index -- Back matter |
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Sommario/riassunto |
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The book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off |
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functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The book also contains an extended bibliography of works in the area. This book is the first volume of the comprehensive two volumes monograph. The second volume will present results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies. |
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2. |
Record Nr. |
UNINA9911044026303321 |
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Autore |
Vasquez Frank |
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Titolo |
Mastering embedded Linux development : crafting fast and reliable embedded solutions with Linux 6.6 and the Yocto Project 5.0 (Scarthgap) / / Frank Vasquez, Mr. Chris Simmonds |
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Pubbl/distr/stampa |
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Birmingham : , : Packt Publishing, , 2025 |
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ISBN |
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Edizione |
[Fourth Edition.] |
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Descrizione fisica |
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Disciplina |
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Soggetti |
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Linux device drivers (Computer programs) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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Table of Contents Starting Out Learning about Toolchains All about Bootloaders Configuring and Building the Kernel Building a Root Filesystem Selecting a Build System Developing with Yocto Yocto under the Hood Creating a Storage Strategy Updating Software in the Field Interfacing with Device Drivers Prototyping with Add-On Boards Starting Up – The init Program Managing Power Packaging Python Deploying Container Images Learning about Processes and Threads Managing Memory Debugging with GDB Profiling and Tracing Real-Time Programming. |
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Sommario/riassunto |
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Written by Frank Vasquez, an embedded Linux expert, this new edition |
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enables you to harness the full potential of Linux to create versatile and robust embedded solutions All formats include a free PDF and an invitation to the Embedded System Professionals community Key Features Learn how to develop and configure reliable embedded Linux devices Discover the latest enhancements in Linux 6.6 and the Yocto Project 5.0, codename Scarthgap Explore different ways to debug and profile your code in both user space and the Linux kernel Purchase of the print or Kindle book includes a free PDF eBook Book DescriptionMastering Embedded Linux Development is designed to be both a learning resource and a reference for your embedded Linux projects. This fourth edition highlights the fundamental elements that underpin all embedded Linux projects—the toolchain, the bootloader, the kernel, and the root filesystem. From downloading and installing a pre-built toolchain to cross-compiling each of the remaining three elements from scratch, this book sets up group for automating the process using Buildroot and the Yocto Project. The book covers over-the-air software updates and rapid prototyping with add-on boards. Two new chapters focus on modern development practices, including Python packaging and deploying containerized applications, followed by a chapter on writing multithreaded code and another on techniques to manage memory efficiently. The final chapters show you how to debug your code, whether it resides in user space or in the Linux kernel itself. In addition to Gnu DeBugger (GDB), the book also covers the different tracers and profilers that are available for Linux so that you can quickly pinpoint any performance bottlenecks in your system. By the end of this book, you will be able to create efficient and secure embedded devices with Linux that will delight your users. What you will learn Cross-compile embedded Linux images with Buildroot and Yocto Enable Wi-Fi and Bluetooth connectivity with a Yocto board support package Update IoT devices securely in the field with Mender or balena Prototype peripheral additions by connecting add-on boards, reading schematics, and coding test programs Deploy containerized software applications on edge devices with Docker Debug devices remotely using GDB and measure the performance of systems using tools like perf and ply Who this book is for If you are a systems software engineer or system administrator who wants to learn how to apply Linux to embedded devices, then this book is for you. The book is also for embedded software engineers accustomed to programming low-power microcontrollers and will help them make the leap to a high-speed system-on-chips that can run Linux. Anyone who develops hardware for Linux will find something useful in this book. But before you get started, you will need a solid grasp of the POSIX standard, C programming, and shell scripting. |
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