01559aam a22003011i 4500 019170933 EG-ScBUE 20220302122850.0 180806s2018 sz f 000 0 eng d 9783319902746 YDX eng rda YDX GW5XE UAB STF OCLCF FIE U3W UPM VT2 OH1 AU@ LVT OCLCQ Uk EG-ScBUE 519.2 22 PAG Pagès, Gilles, author. Numerical probability : an introduction with applications to finance / Gilles Pagès. Cham, Switzerland : Springer, 2018. xxi, 579 pages : illustrations ; 24 cm. text rdacontent txt computer rdamedia n online resource rdacarrier nc Universitext 1 Simulation of random variables -- 2 The Monte Carlo method and applications to option pricing -- 3 Variance reduction -- 4 The Quasi-Monte Carlo method -- 5 Optimal Quantization methods I: cubatures -- 6 Stochastic approximation with applications to finance -- 7 Discretization scheme(s) of a Brownian diffusion -- 8 The diffusion bridge method: application to path-dependent options (II) -- 9 Biased Monte Carlo simulation, Multilevel paradigm -- 10 Back to sensitivity computation -- 11 Optimal stopping, Multi-asset American/Bermuda Options -- 12 Miscellany. Mathematics. BUEsh Probabilities. BUEsh GGEN February2022 Electronic books. Reading book ddc BB 29820 29791 0 0 ddc 0 0 Alahram MAIN MAIN 1ST 2022-03-02 Purchase 899.00 281 0 519.2 PAG 000056179 2025-07-15 00:00:00 1123.75 2022-03-02 BB