Recent Developments in Applied Probability and Statistics

Edited by Luc Devroye (), Bülent Karasözen (), Michael Kohler () and Ralf Korn ()

in Springer Books from Springer

Date: 2010
ISBN: 978-3-7908-2598-5
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Chapters in this book:

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

Luc Devroye

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

Michael Kohler

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

Ralf Korn and Stefanie Müller

Uncertainty in Gaussian Process Interpolation

Hilke Kracker, Björn Bornkamp, Sonja Kuhnt, Ursula Gather and Katja Ickstadt

On the Inversive Pseudorandom Number Generator

Wilfried Meidl and Alev Topuzoğlu

Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments

Andreas Rößler

On Robust Gaussian Graphical Modeling

Daniel Vogel and Roland Fried

Strong Laws of Large Numbers and Nonparametric Estimation

Harro Walk

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

Bülent Karasözen

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

Ralf Korn

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

Michael Schäfer

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DOI: 10.1007/978-3-7908-2598-5

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