標(biāo)題: Titlebook: Numerical Probability; An Introduction with Gilles Pagès Textbook 2018 Springer Nature Switzerland AG 2018 Monte Carlo method.variance redu [打印本頁] 作者: minuscule 時間: 2025-3-21 18:18
書目名稱Numerical Probability影響因子(影響力)
作者: Aids209 時間: 2025-3-22 00:04
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 作者: Lime石灰 時間: 2025-3-22 03:51 作者: 漂白 時間: 2025-3-22 05:04
,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.作者: 不規(guī)則 時間: 2025-3-22 10:04 作者: set598 時間: 2025-3-22 15:16 作者: Halfhearted 時間: 2025-3-22 20:09
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).作者: 災(zāi)難 時間: 2025-3-22 23:30
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.作者: 討人喜歡 時間: 2025-3-23 01:54
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..作者: ACME 時間: 2025-3-23 08:31 作者: Condyle 時間: 2025-3-23 13:46 作者: 冷峻 時間: 2025-3-23 14:10 作者: Ingrained 時間: 2025-3-23 20:32
Miscellany,cluded the proofs of two specific mathematical results (discrepancy of the Halton sequence and Pitman-Yor identity) which are not essential in the context of numerical applications but give the mathematical flavor of the underlying theories we use at several places in the book.作者: A簡潔的 時間: 2025-3-24 01:00
0172-5939 an extensive bibliography.This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance...Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, 作者: Nomadic 時間: 2025-3-24 03:18
Textbook 2018lude the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well 作者: 調(diào)整 時間: 2025-3-24 07:41
Simulation of Random Variables,of pseudorandom numbers, the inverse distribution function method and von Neumann’s acceptance-rejection method, with applications to the simulation of Gaussian vectors, (fractional) Brownian motion and Poisson process paths.作者: 有危險 時間: 2025-3-24 13:09
The Quasi-Monte Carlo Method,-random numbers are replaced by deterministic computable sequences of .-valued vectors which, once substituted . in place of pseudo-random numbers in the Monte Carlo method, may significantly speed up its rate of convergence, making it . independent of the structural dimension . of the simulation.作者: Myelin 時間: 2025-3-24 18:33 作者: STALL 時間: 2025-3-24 19:31 作者: ODIUM 時間: 2025-3-24 23:29 作者: 硬化 時間: 2025-3-25 06:14
Universitexthttp://image.papertrans.cn/n/image/669157.jpg作者: Trigger-Point 時間: 2025-3-25 11:23
https://doi.org/10.1007/978-3-319-90276-0Monte Carlo method; variance reduction; Quasi-Monte Carlo method; stochastic differential equation disc作者: 尾隨 時間: 2025-3-25 12:11
ologie gestattet es, zahlreiche und auf den ersten Blick sehr unterschiedliche Probleme bündig und einheitlich zu formulieren und sie einer gemeinsamen anschaulichen Vorstellung zu unterwerfen. Zur anschlie?enden . dieser Probleme tr?gt die Mengentheoretische Topologie im engeren Sinne ziemlich weni作者: 手段 時間: 2025-3-25 16:51
Simulation of Random Variables,of pseudorandom numbers, the inverse distribution function method and von Neumann’s acceptance-rejection method, with applications to the simulation of Gaussian vectors, (fractional) Brownian motion and Poisson process paths.作者: 流逝 時間: 2025-3-25 23:05
The Monte Carlo Method and Applications to Option Pricing, Law of Large Numbers (without proof) and the different ways to measure its rate of convergence (quadratic mean, Central Limit theorem, Law of the Iterated Logarithm), we introduce the notion of confidence interval at a given confidence level, illustrated by a simple application to the pricing of a 作者: Inflammation 時間: 2025-3-26 00:22
Variance Reduction, by replacing the random variable of interest by another one with the same expectation but lower variance. This chapter presents the main methods to do so: static and dynamic (regression) control variate, convexity methods (Jensen’s inequality), antithetic method, pre-conditioning (Blackwell-Rao), s作者: 植物群 時間: 2025-3-26 07:55
The Quasi-Monte Carlo Method,-random numbers are replaced by deterministic computable sequences of .-valued vectors which, once substituted . in place of pseudo-random numbers in the Monte Carlo method, may significantly speed up its rate of convergence, making it . independent of the structural dimension . of the simulation.作者: monologue 時間: 2025-3-26 12:09 作者: degradation 時間: 2025-3-26 14:50
Stochastic Approximation with Applications to Finance,ep Learning applications. We show when and how to design a stochastic gradient or a zero search recursive stochastic algorithm. We prove the main convergence theorems (.... and in quadratic mean) as well as their rates of convergence (Central Limit theorem). The Ruppert & Polyak averaging procedure,作者: single 時間: 2025-3-26 20:31
Discretization Scheme(s) of a Brownian Diffusion,the (discrete time and continuous) Euler scheme and the Milstein scheme. The existence of moments, the strong (or pathwise) convergence rate in . (and a:s:) of both schemes are established under Lipschitz assumptions of the diffusion coeffcients (Euler scheme) or of their partial derivatives (Milste作者: Compatriot 時間: 2025-3-27 00:09
The Diffusion Bridge Method: Application to Path-Dependent Options (II),investigate the Brownian bridge and its avatar for diffusion processes which. It allows to simulate in an exat way some functionals of the genuine Euler scheme involving its maximum or its minimum over a given time interval and provide sharper approximations of functionals involving time integrals. 作者: Consequence 時間: 2025-3-27 04:38
Biased Monte Carlo Simulation, Multilevel Paradigm,probability distribution of the) random variable under consideration cannot be simulated at a reasonable cost but can be approximated by simulable random variables with a controlled complexity. As typical examples let us cite the discretization scheme of a stochastic process or nested Monte Carlo si作者: geriatrician 時間: 2025-3-27 05:39
Back to Sensitivity Computation,ial value (.). First, an in-depth analysis of the (elementary but popular) finite difference method?–?also known as the shock or bump method?–?is carried out with both a constant and decreasing step settings. Then the tangent process method, based on pathwise differentiation, is described for smooth作者: 手術(shù)刀 時間: 2025-3-27 11:35 作者: Nonporous 時間: 2025-3-27 17:26 作者: 愛社交 時間: 2025-3-27 21:18 作者: 材料等 時間: 2025-3-28 01:48
Data Acquisition for Argument Search: The args.me Corpus, The design of an argument search engine is tied to its underlying argument acquisition paradigm. More specifically, the employed paradigm controls the trade-off between retrieval precision and recall and thus determines basic search characteristics: Compiling an exhaustive argument corpus offline b作者: ACRID 時間: 2025-3-28 05:57
Financial PM, in satisfying financial obligations, e.g. debts and loan payments (Gabler-Wirtschaftslexikon, .. ., 2018). The term is used to indicate a condition when promises to creditors of a company are broken or honoured with difficulty. If financial distress cannot be relieved, it will ultimately lead to in作者: tackle 時間: 2025-3-28 07:30
War and Literature in Sixteenth-Century Spainnso de Valdés (1490?–1532), Court Latinist and secretary to Charles V, wrote as follows:.What strikes one here is a complex of attitudes which, in retrospect, can be seen to define a particularly crucial moment in the history of sixteenth-century Spain.作者: 仔細(xì)閱讀 時間: 2025-3-28 11:45
The Concept of Strategic Culture Affirmedawners, because most such predators are inactive during the night. Females inhabiting shallow areas (< 6 m depth) moved to deeper sites for parturition, but ones inhabiting deeper areas (6–8 m depth) gave birth within their usual habitats. This migration may be advantageous in effective larval dispersal.作者: 過度 時間: 2025-3-28 15:55 作者: CON 時間: 2025-3-28 20:17
,Grunds?tzliches mit einführenden Beispielen, ged?mpfte, lineare oder nichtlineare, diskrete oder kontinuierliche Schwingungen. Abschlie?end werden Grundbegriffe für periodische Funktionen behandelt, die bei der mathematischen Beschreibung eine gro?e Rolle spielen.作者: AMBI 時間: 2025-3-29 02:56
Transplantation and Clinical Immunology anderen Gegenstand ist so viel Genie, Wissenschaft, Scharfsinn und Nachdenken verwendet worden, und daher ist auch eine Uhr in der Vollkommenheit, wie sie unser Zeitalter zu liefern vermag, wol als die Krone der Mechanik zu betrachten.作者: QUAIL 時間: 2025-3-29 04:08 作者: capsaicin 時間: 2025-3-29 09:05 作者: gerontocracy 時間: 2025-3-29 11:37 作者: Deject 時間: 2025-3-29 15:53
Genetics of Hypertension and Heart Failure failure. In this chapter, we describe the current state of the art in the genetics of both conditions, hypertension and heart failure, focussing on biologic pathways that are perturbed and opportunities for early detection and treatment.作者: irritation 時間: 2025-3-29 21:18 作者: 投票 時間: 2025-3-30 02:31
