Recent Developments in Applied Probability and Statistics
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Published By Physica-Verlag HD

9783790825978, 9783790825985

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_1 ◽

2010 ◽

pp. 1-35 ◽

Cited By ~ 5

Author(s):

Luc Devroye

Keyword(s):

Brownian Motion ◽

Exact Simulation ◽

Simulation Algorithms

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Uncertainty in Gaussian Process Interpolation

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_4 ◽

2010 ◽

pp. 79-102

Author(s):

Hilke Kracker ◽

Björn Bornkamp ◽

Sonja Kuhnt ◽

Ursula Gather ◽

Katja Ickstadt

Keyword(s):

Gaussian Process

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A Review on Regression-based Monte Carlo Methods for Pricing American Options

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_2 ◽

2010 ◽

pp. 37-58 ◽

Cited By ~ 9

Author(s):

Michael Kohler

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

American Options

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Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution)

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_9 ◽

2010 ◽

pp. 215-221

Author(s):

Bülent Karasözen

Keyword(s):

Middle East ◽

Applied Mathematics ◽

Panel Discussion ◽

Technical University

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Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_3 ◽

2010 ◽

pp. 59-77 ◽

Cited By ~ 2

Author(s):

Ralf Korn ◽

Stefanie Müller

Keyword(s):

Option Pricing ◽

Practical Applications ◽

Binomial Trees ◽

Recent Developments

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Strong Laws of Large Numbers and Nonparametric Estimation

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_8 ◽

2010 ◽

pp. 183-214 ◽

Cited By ~ 4

Author(s):

Harro Walk

Keyword(s):

Nonparametric Estimation ◽

Laws Of Large Numbers ◽

Strong Laws ◽

Large Numbers

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On the Inversive Pseudorandom Number Generator

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_5 ◽

2010 ◽

pp. 103-125 ◽

Cited By ~ 1

Author(s):

Wilfried Meidl ◽

Alev Topuzoğlu

Keyword(s):

Pseudorandom Number ◽

Pseudorandom Number Generator ◽

Number Generator

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Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution)

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_11 ◽

2010 ◽

pp. 229-235

Author(s):

Michael Schäfer

Keyword(s):

Engineering Education ◽

Panel Discussion ◽

Computational Science ◽

Education Programs ◽

Science And Engineering ◽

Computational Science And Engineering ◽

Science And Engineering Education

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On Robust Gaussian Graphical Modeling

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_7 ◽

2010 ◽

pp. 155-182 ◽

Cited By ~ 1

Author(s):

Daniel Vogel ◽

Roland Fried

Keyword(s):

Graphical Modeling ◽

Gaussian Graphical Modeling

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Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution)

Recent Developments in Applied Probability and Statistics ◽

10.1007/978-3-7908-2598-5_10 ◽

2010 ◽

pp. 223-227

Author(s):

Ralf Korn

Keyword(s):

Financial Crisis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Panel Discussion ◽

Financial Mathematics

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Recent Developments in Applied Probability and StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Physica-Verlag HD

On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders

Uncertainty in Gaussian Process Interpolation

A Review on Regression-based Monte Carlo Methods for Pricing American Options

Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution)

Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments

Strong Laws of Large Numbers and Nonparametric Estimation

On the Inversive Pseudorandom Number Generator

Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution)

On Robust Gaussian Graphical Modeling

Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution)

Recent Developments in Applied Probability and Statistics
Latest Publications