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Recent Developments in Applied Probability and Statistics

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Cover of 'Recent Developments in Applied Probability and Statistics'

Table of Contents

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    Book Overview
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    Chapter 1 On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders
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    Chapter 2 A Review on Regression-based Monte Carlo Methods for Pricing American Options
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    Chapter 3 Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments
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    Chapter 4 Uncertainty in Gaussian Process Interpolation
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    Chapter 5 On the Inversive Pseudorandom Number Generator
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    Chapter 6 Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments
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    Chapter 7 On Robust Gaussian Graphical Modeling
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    Chapter 8 Strong Laws of Large Numbers and Nonparametric Estimation
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    Chapter 9 Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution)
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    Chapter 10 Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution)
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    Chapter 11 Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution)
Attention for Chapter 2: A Review on Regression-based Monte Carlo Methods for Pricing American Options
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