Titlebook: Numerical Probability; An Introduction with Gilles Pagès Textbook 2018 Springer Nature Switzerland AG 2018 Monte Carlo method.variance redu

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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.

Consequence

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

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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

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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

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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

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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.

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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.