Benoite de Saporta – författare
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4 produkter
Martingales et mathématiques financières en temps discret
cours et exercices
Av Benoite de Saporta, Mounir Zili
Häftad, 2022
1285 kr
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Martingales and Financial Mathematics in Discrete Time
Av Benoîte de Saporta, Mounir Zili
Inbunden, 2022
1892 kr
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This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for …
Comprehensive Guide to HSMM
Theory, Software, and Advanced Extensions
Av Nathalie Peyrard, Nathalie Peyrard m. fl.
Inbunden, 2025
1769 kr
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Hidden Semi-Markov Models (HSMMs) have been extensively used for diverse applications where the objective is to analyze time series whose dynamics can be explained by a hidden process.A Comprehensive Guide to HSMM offers an accessible introduction to the framework of HSMM, covering the main methods …
Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
Application to Reliability
Av Benoîte de Saporta, François Dufour m. fl.
Inbunden, 2015
1892 kr
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Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet traffic, networks and many …
