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...
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| Autres auteurs: | , , |
| Format: | Électronique eBook |
| Langue: | anglais |
| Publié: |
Singapore :
Springer Nature Singapore : Imprint: Springer,
2025.
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| Édition: | 1st ed. 2025. |
| Collection: | ICIAM2023 Springer Series,
6 |
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| Accès en ligne: | https://doi.org/10.1007/978-981-95-0652-1 |
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| 245 | 1 | 0 | |a Recent Developments in Stochastic Numerics and Computational Finance |h [electronic resource] / |c edited by Jiro Akahori, Syoiti Ninomiya, Toshihiro Yamada. |
| 250 | |a 1st ed. 2025. | ||
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| 505 | 0 | |a Chapter 1 Policy improvement algorithm for an optimal consumption and investment problem under a certain nonlinear stochastic factor model -- Chapter 2 An extended Milstein scheme for effective weak approximation of diffusions -- Chapter 3 Expansion of Bermudan option price using deep learning -- Chapter 4 Approximation for stochastic PDES and the HJM Model -- Chapter 5 On a Prolongation of the Nonlinear Stochastic Asymptotic Expansion of the Solution of a Semilinear PDE. | |
| 520 | |a 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. | ||
| 532 | 8 | |a Accessibility summary: This PDF has been created in accordance with the PDF/UA-1 standard to enhance accessibility, including screen reader support, described non-text content (images, graphs), bookmarks for easy navigation, keyboard-friendly links and forms and searchable, selectable text. We recognize the importance of accessibility, and we welcome queries about accessibility for any of our products. If you have a question or an access need, please get in touch with us at accessibilitysupport@springernature.com. Please note that a more accessible version of this eBook is available as ePub. | |
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| 532 | 8 | |a Publisher contact for further accessibility information: accessibilitysupport@springernature.com | |
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| 650 | 0 | |a Mathematics |x Data processing. | |
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| 700 | 1 | |a Yamada, Toshihiro. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
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