Universitext - Numerical Probability
Latest Publications

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12

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0

(FIVE YEARS 0)

Published By Springer International Publishing

9783319902746, 9783319902760

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Optimal Stopping, Multi-asset American/Bermudan Options

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_11 ◽

2018 ◽

pp. 509-539

Author(s):

Gilles Pagès

Keyword(s):

Optimal Stopping ◽

Bermudan Options

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Optimal Quantization Methods I: Cubatures

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_5 ◽

2018 ◽

pp. 133-173

Author(s):

Gilles Pagès

Keyword(s):

Optimal Quantization

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Variance Reduction

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_3 ◽

2018 ◽

pp. 49-94

Author(s):

Gilles Pagès

Keyword(s):

Variance Reduction

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The Monte Carlo Method and Applications to Option Pricing

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_2 ◽

2018 ◽

pp. 27-47

Author(s):

Gilles Pagès

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Option Pricing ◽

The Monte Carlo Method

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Biased Monte Carlo Simulation, Multilevel Paradigm

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_9 ◽

2018 ◽

pp. 381-469

Author(s):

Gilles Pagès

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo

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Back to Sensitivity Computation

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_10 ◽

2018 ◽

pp. 471-507

Author(s):

Gilles Pagès

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The Quasi-Monte Carlo Method

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_4 ◽

2018 ◽

pp. 95-132

Author(s):

Gilles Pagès

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Quasi Monte Carlo

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Discretization Scheme(s) of a Brownian Diffusion

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_7 ◽

2018 ◽

pp. 271-361

Author(s):

Gilles Pagès

Keyword(s):

Brownian Diffusion ◽

Discretization Scheme

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Stochastic Approximation with Applications to Finance

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_6 ◽

2018 ◽

pp. 175-269

Author(s):

Gilles Pagès

Keyword(s):

Stochastic Approximation

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Miscellany

Universitext - Numerical Probability ◽

10.1007/978-3-319-90276-0_12 ◽

2018 ◽

pp. 541-562

Author(s):

Gilles Pagès

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