TY  - BOOK
AU  - Pagès,Gilles
TI  - Numerical probability: an introduction with applications to finance 
T2  - Universitext
U1  - 519.2 22
PY  - 2018///
CY  - Cham, Switzerland
PB  - Springer
KW  - Mathematics
KW  - BUEsh
KW  - Probabilities
KW  - GGEN
KW  - February2022
KW  - Electronic books
KW  - Reading book
N1  - 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
ER  -