02008nam0 2200397 i 450 SUN012491420201021102032.4390.00N978-3-319-90276-020191028d2018 |0engc50 baengCH|||| |||||*Numerical ProbabilityAn Introduction with Applications to FinanceGilles PagèsCham : Springer, 2018xxi579 p.ill. ; 24 cmPubblicazione in formato elettronico001SUN00245062001 *Universitext210 BerlinSpringer.65C30Numerical solutions to stochastic differential and integral equations [MSC 2020]MFSUNC02328460G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]MFSUNC02450665CxxProbabilistic methods, stochastic differential equations [MSC 2020]MFSUNC02832991G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]MFSUNC03101191G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]MFSUNC03101260H35Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]MFSUNC03111662L20Stochastic approximation [MSC 2020]MFSUNC03145991G60Numerical methods (including Monte Carlo methods) [MSC 2020]MFSUNC03355362L15Optimal stopping in statistics [MSC 2020]MFSUNC035396CHChamSUNL001889Pagès, GillesSUNV096340767869SpringerSUNV000178650ITSOL20210503RICAhttp://doi.org/10.1007/978-3-319-90276-0SUN0124914UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1288 08eMF1288 20191028 Numerical Probability1563697UNICAMPANIA