Documents liés : [7 document(s)]

Documents (Mots clés)

• [MathOuvrage] Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients / Hutzenthaler, Martin ; Jentzen, Arnulf. -Providence RI : American mathematical Society, 2015. - v, 99 p. ; 26 cm
  ISBN 9781470409845
  https://www.ams.org/books/memo/year/2015/
  
• [MathOuvrage] Stochastic simulation / Asmussen, Soren ; Glynn, Peter W.. -New York NY : Springer, 2007. - xiv, 476 p. ; 24 cm
  ISBN 9780387306797
  https://link.springer.com/book/10.1007/978-0-387-69033-9
  
• [MathOuvrage] Modèles aléatoires / Delmas, Jean-François ; Jourdain, Benjamin. -Berlin : Springer, 2006. - xvi, 431 p. ; 24 cm
  ISBN 9783540332824
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-540-33284-8
  
• [MathOuvrage] Theory of financial risk and derivative pricing / Bouchaud, Jean-Philippe ; Potters, Marc. -Cambridge : Cambridge university Press, 2003. - xx, 379 p. ; 26 cm
  ISBN 9780521819169
  
• [MathOuvrage] Introduction to rare event simulation / Bucklew, James A.. -New York NY : Springer, 2004. - xi, 260 p. ; 25 cm
  ISBN 9780387200781
  https://link.springer.com/bookseries/417
  
• [MathOuvrage] Importance sampling / Srinivasan, Rajan. -Berlin, Heidelberg, New York NY : Springer, 2002. - xiv, 242 p. ; 24 cm
  
• [MathOuvrage] Laws of small numbers / Falk, Michael ; Huesler, Juerg ; Reiss, Rolf-Dieter. -Basel, Berlin, Boston MA : Birkhäuser, 1994. - vii, 282 p. ; 24 cm
  https://link.springer.com/bookseries/4812