TY  - BOOK
AU  - Pages, Gilles
TI  - Numerical probability : an introduction with applications to finance
SN  - 9783319902746 (pbk)
U1  - 519.2 
PY  - 2018///
CY  - Switzerland
PB  - Springer International Publication
KW  - Mathematics--Probabilities--Finance--Mathematical models--Statistics--Distribution (Probability theory)
N1  - 1.	Simulation of random variables 
2.	The Monte Carlo method and applications to option pricing 
3.	Variance reduction 
4.	The Quasi-Monte Carlo method 
5.	Optimal quantization methods 1 : Cubatures
6.	Stochastic approximation with applications to finance  
7.	Discretization scheme(s) of a Brownian diffusion 
8.	The diffusion bridge method: application to path dependent options (II)
9.	Biased Monte carlo simulation, multilevel paradigm 
10.	Back to sensitivity computation 
11.	Optimal stopping, multi-asset American/Bermudan options 
12.	Miscellany

ER  -