2010

Recent Developments in Applied Probability and Statistics

Dedicated to the Memory of Jürgen Lehn

Editors:

ISBN: 978-3-7908-2597-8 (Print) 978-3-7908-2598-5 (Online)
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Table of contents (11 chapters)

  1. Front Matter

    Pages I-XII

  2. Book Chapter

    Pages 1-35

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

  3. Book Chapter

    Pages 37-58

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

  4. Book Chapter

    Pages 59-77

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

  5. Book Chapter

    Pages 79-102

    Uncertainty in Gaussian Process Interpolation

  6. Book Chapter

    Pages 103-125

    On the Inversive Pseudorandom Number Generator

  7. Book Chapter

    Pages 127-153

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

  8. Book Chapter

    Pages 155-182

    On Robust Gaussian Graphical Modeling

  9. Book Chapter

    Pages 183-214

    Strong Laws of Large Numbers and Nonparametric Estimation

  10. Book Chapter

    Pages 215-221

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

  11. Book Chapter

    Pages 223-227

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

  12. Book Chapter

    Pages 229-235

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