Recent Developments in Stochastic Numerics and Computational Finance

This book presents a collection of recent advances in stochastic numerical analysis and computational finance. Stochastic numerical methods have played a pivotal role in probability theory, statistics, and applied mathematics, particularly in the rapidly evolving fields of machine learning and data...

Full description

Saved in:
Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Akahori, Jiro (Editor), Ninomiya, Syoiti (Editor), Yamada, Toshihiro (Editor)
Format: Electronic eBook
Language:English
Published: Singapore : Springer Nature Singapore : Imprint: Springer, 2025.
Edition:1st ed. 2025.
Series:ICIAM2023 Springer Series, 6
Subjects:
Online Access:https://doi.org/10.1007/978-981-95-0652-1
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This book presents a collection of recent advances in stochastic numerical analysis and computational finance. Stochastic numerical methods have played a pivotal role in probability theory, statistics, and applied mathematics, particularly in the rapidly evolving fields of machine learning and data science. They have also achieved significant success in computational finance. The volume highlights cutting-edge developments in numerical techniques for stochastic differential equations and stochastic models in finance. This collection offers valuable insights for researchers and practitioners seeking to deepen their understanding of stochastic modeling and its applications in finance and beyond.
Physical Description:1 online resource (VII, 124 p. 2 illus.).
ISBN:9789819506521
ISSN:3091-3101 ;
DOI:10.1007/978-981-95-0652-1