Denis Belomestny – författare
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9 produkter
Advanced Simulation-Based Methods for Optimal Stopping and Control
With Applications in Finance
Av Denis Belomestny, John Schoenmakers
Inbunden, 2018
1205 kr
Lägg i varukorg
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of …
Advanced Simulation-Based Methods for Optimal Stopping and Control
With Applications in Finance
Av John Schoenmakers, Denis Belomestny
E-bok, 2018
1686 kr
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This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of …
Foundations of Modern Statistics
Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019
Av Denis Belomestny, Cristina Butucea m. fl.
Inbunden, 2023
2125 kr
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This book contains contributions from the participants of the international conference “Foundations of Modern Statistics” which took place at Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, during November 6–8, 2019, and at Higher School of Economics (HSE University), …
Foundations of Modern Statistics
Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019
Av Vladimir V. Ulyanov, Markus Rei m. fl.
E-bok, 2023
2517 kr
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This book contains contributions from the participants of the international conference “Foundations of Modern Statistics” which took place at Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, during November 6–8, 2019, and at Higher School of Economics (HSE University), …
Foundations of Modern Statistics
Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019
Av Denis Belomestny, Cristina Butucea m. fl.
Häftad, 2024
1967 kr
Lägg i varukorg
This book contains contributions from the participants of the international conference “Foundations of Modern Statistics” which took place at Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, during November 6–8, 2019, and at Higher School of Economics (HSE University), …
Lévy Matters IV
Estimation for Discretely Observed Lévy Processes
Av Denis Belomestny, Fabienne Comte m. fl.
Häftad, 2014
496 kr
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The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and …
Levy Matters IV
Estimation for Discretely Observed Lévy Processes
Av Markus Rei, Hiroki Masuda m. fl.
E-bok, 2014
631 kr
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The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and …
ADVANCED VARIANCE REDUCTION TECHNIQUES FOR MCMC
Av Denis Belomestny, Sergey Samsonov
Inbunden, 2027
2057 kr
Kommande
The book is devoted to contemporary variance reduction methods for Monte Carlo and Markov Chain (MCMC) with Machine Learning and Finance applications. We present new approaches based on martingale representations, and Stein control variates besides the standard techniques. In addition, the book …
