Pages, Gilles <br/><br/>
Numerical probability : an introduction with applications to finance 
/ Giles Pages  
 - Switzerland :  Springer International Publication,  2018 
 - 579 p.  
<br/><br/>1.	Simulation of random variables <br/>2.	The Monte Carlo method and applications to option pricing <br/>3.	Variance reduction <br/>4.	The Quasi-Monte Carlo method <br/>5.	Optimal quantization methods 1 : Cubatures<br/>6.	Stochastic approximation with applications to finance  <br/>7.	Discretization scheme(s) of a Brownian diffusion <br/>8.	The diffusion bridge method: application to path dependent options (II)<br/>9.	Biased Monte carlo simulation, multilevel paradigm <br/>10.	Back to sensitivity computation <br/>11.	Optimal stopping, multi-asset American/Bermudan options <br/>12.	Miscellany <br/> 
<br/><br/><label>ISBN: </label>9783319902746 (pbk) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mathematics--Probabilities--Finance--Mathematical models--Statistics--Distribution (Probability theory)
<br/><br/><label>Dewey Class. No.: </label>519.2  / P147