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Advances in Modeling and Simulation : Festschrift for Pierre L’Ecuyer / Zdravko Botev ... [et al.] editors
| Advances in Modeling and Simulation : Festschrift for Pierre L’Ecuyer / Zdravko Botev ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvi, 420 p. : ill. ; 24 cm |
| Soggetto non controllato |
Call centers
Digital nets Lattices Markov Chains Modeling Pseudo-random number generation Quasi-Monte Carlo methods Simulation Variance reduction |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0276823 |
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor
| Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2020, Oxford, United Kingdom, August 10–14 / Alexander Keller editor |
| Autore | Keller, Alexander |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvi, 311 p. : ill. ; 24 cm |
| Soggetto non controllato |
Control variates
Density Estimation Light transport simulation Low-discrepancy sequences Markov Chain Monte Carlo Monte Carlo Neural networks Quasi-Monte Carlo Quasi-Monte Carlo software Randomized algorithms Sampling Stochastic simulation Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0277961 |
Keller, Alexander
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès
| Numerical Probability : An Introduction with Applications to Finance / Gilles Pagès |
| Autore | Pagès, Gilles |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxi, 579 p. : ill. ; 24 cm |
| Soggetto topico |
65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] 60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] 62L20 - Stochastic approximation [MSC 2020] 91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] 62L15 - Optimal stopping in statistics [MSC 2020] |
| Soggetto non controllato |
American option
Euler schemes Greeks Least squares regression methods Malliavin Monte Carlo Milstein schemes Monte Carlo Methods Multilevel extrapolation methods Optimal vector quantization Pricing of derivative products Quantization schemes Quasi-Monte Carlo methods Risk measures Romberg extrapolation methods Sensitivity computation Stochastic Approximations Stochastic differential equation discretization schemes Tangent process and log-likelihood method Value-at-Risk (conditional) Variance reduction |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124914 |
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Pagès, Gilles
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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