Denis Belomestny – författare
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6 produkter
6 produkter
Advanced Simulation-Based Methods for Optimal Stopping and Control
With Applications in Finance
Inbunden, Engelska, 2018
1 178 kr
Skickas inom 10-15 vardagar
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 the new, cutting edge approaches under development.
Foundations of Modern Statistics
Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019
Inbunden, Engelska, 2023
1 916 kr
Skickas inom 5-8 vardagar
The papers contained in this book reflect the broad field of interests of Vladimir Spokoiny: optimal rates and non-asymptotic bounds in nonparametrics, Bayes approaches from a frequentist point of view, optimization, signal processing, and statistical theory motivated by models in applied fields.
631 kr
Skickas inom 5-8 vardagar
Foundations of Modern Statistics
Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019
Häftad, Engelska, 2024
1 926 kr
Skickas inom 10-15 vardagar
The papers contained in this book reflect the broad field of interests of Vladimir Spokoiny: optimal rates and non-asymptotic bounds in nonparametrics, Bayes approaches from a frequentist point of view, optimization, signal processing, and statistical theory motivated by models in applied fields.
Del 2128 - Lecture Notes in Mathematics
Lévy Matters IV
Estimation for Discretely Observed Lévy Processes
Häftad, Engelska, 2014
487 kr
Skickas inom 10-15 vardagar
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.
1 994 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 focuses on developing new variance reduction algorithms in MCMC and their theoretical analysis. Readers will find numerical examples that illustrate all proposed algorithms.