000			01559aam a22003011i 4500
001			019170933
003			EG-ScBUE
005			20220302122850.0
008			180806s2018 sz f 000 0 eng d
020			_z9783319902746
040			_aYDX _beng _erda _cYDX _dGW5XE _dUAB _dSTF _dOCLCF _dFIE _dU3W _dUPM _dVT2 _dOH1 _dAU@ _dLVT _dOCLCQ _dUk _dEG-ScBUE
082	0	4	_a519.2 _222 _bPAG
100	1		_aPagès, Gilles, _eauthor.
245	1	0	_aNumerical probability : _ban introduction with applications to finance / _cGilles Pagès.
264		1	_aCham, Switzerland : _bSpringer, _c2018.
300			_axxi, 579 pages : _fillustrations ; _c24 cm.
336			_atext _2rdacontent _btxt
337			_acomputer _2rdamedia _bn
338			_aonline resource _2rdacarrier _bnc
490	1		_aUniversitext
505	0		_a1 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.
650		7	_aMathematics. _2BUEsh
650		7	_aProbabilities. _2BUEsh
653			_bGGEN _cFebruary2022
655		4	_aElectronic books. _vReading book
942			_2ddc _cBB
999			_c29820 _d29791