國立高雄大學圖資館 |

登入

回首頁

Recent developments in stochastic numerics and computational finance

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Recent developments in stochastic numerics and computational financeedited by Jiro Akahori, Syoiti Ninomiya, Toshihiro Yamada.
其他作者:	Akahori, Jiro.
出版者:	Singapore :Springer Nature Singapore :2025.
面頁冊數:	vii, 124 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Stochastic processes
電子資源:	https://doi.org/10.1007/978-981-95-0652-1
ISBN:	9789819506521$q(electronic bk.)

Recent developments in stochastic numerics and computational finance
Recent developments in stochastic numerics and computational finance[electronic resource] /edited by Jiro Akahori, Syoiti Ninomiya, Toshihiro Yamada. - Singapore :Springer Nature Singapore :2025. - vii, 124 p. :ill., digital ;24 cm. - ICIAM2023 springer series,v. 63091-3101 ;. - ICIAM2023 springer series ;v. 6..

Chapter 1 Policy improvement algorithm for an optimal consumption and investment problem under a certain nonlinear stochastic factor model -- Chapter 2 An extended Milstein scheme for effective weak approximation of diffusions -- Chapter 3 Expansion of Bermudan option price using deep learning -- Chapter 4 Approximation for stochastic PDES and the HJM Model -- Chapter 5 On a Prolongation of the Nonlinear Stochastic Asymptotic Expansion of the Solution of a Semilinear PDE.

This book presents a collection of recent advances in stochastic numerical analysis and computational finance. Stochastic numerical methods have played a pivotal role in probability theory, statistics, and applied mathematics, particularly in the rapidly evolving fields of machine learning and data science. They have also achieved significant success in computational finance. The volume highlights cutting-edge developments in numerical techniques for stochastic differential equations and stochastic models in finance. This collection offers valuable insights for researchers and practitioners seeking to deepen their understanding of stochastic modeling and its applications in finance and beyond.

ISBN: 9789819506521$q(electronic bk.)

Standard No.: 10.1007/978-981-95-0652-1doiSubjects--Topical Terms:

281628
Stochastic processes

LC Class. No.: QA274.A1

Dewey Class. No.: 519.23

Recent developments in stochastic numerics and computational finance
LDR:02275nmm a2200337 a 4500 001 691934
003 DE-He213
005 20260102122651.0
006 m d
007 cr nn 008maaau
008 260527s2025 si s 0 eng d
020 $a 9789819506521$q(electronic bk.)
020 $a 9789819506514$q(paper)
024 7 $a 10.1007/978-981-95-0652-1 $2 doi
035 $a 978-981-95-0652-1
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274.A1
072 7 $a PBKS $2 bicssc
072 7 $a MAT041000 $2 bisacsh
072 7 $a PBKS $2 thema
082 0 4 $a 519.23 $2 23
090 $a QA274.A1 $b R295 2025
245 0 0 $a Recent developments in stochastic numerics and computational finance $h [electronic resource] / $c edited by Jiro Akahori, Syoiti Ninomiya, Toshihiro Yamada.
260 $a Singapore : $b Springer Nature Singapore : $b Imprint: Springer, $c 2025.
300 $a vii, 124 p. : $b ill., digital ; $c 24 cm.
490 1 $a ICIAM2023 springer series, $x 3091-3101 ; $v v. 6
505 0 $a Chapter 1 Policy improvement algorithm for an optimal consumption and investment problem under a certain nonlinear stochastic factor model -- Chapter 2 An extended Milstein scheme for effective weak approximation of diffusions -- Chapter 3 Expansion of Bermudan option price using deep learning -- Chapter 4 Approximation for stochastic PDES and the HJM Model -- Chapter 5 On a Prolongation of the Nonlinear Stochastic Asymptotic Expansion of the Solution of a Semilinear PDE.
520 $a This book presents a collection of recent advances in stochastic numerical analysis and computational finance. Stochastic numerical methods have played a pivotal role in probability theory, statistics, and applied mathematics, particularly in the rapidly evolving fields of machine learning and data science. They have also achieved significant success in computational finance. The volume highlights cutting-edge developments in numerical techniques for stochastic differential equations and stochastic models in finance. This collection offers valuable insights for researchers and practitioners seeking to deepen their understanding of stochastic modeling and its applications in finance and beyond.
650 0 $a Stochastic processes $3 281628
650 1 4 $a Computational Mathematics and Numerical Analysis. $3 274020
650 2 4 $a Probability Theory. $3 913371
700 1 $a Akahori, Jiro. $3 366156
700 1 $a Ninomiya, S. $3 1008506
700 1 $a Yamada, Toshihiro. $3 1005962
710 2 $a SpringerLink (Online service) $3 273601
711 2 $n (3rd : $d 1998 : $c Amsterdam, Netherlands) $3 194767
773 0 $t Springer Nature eBook
830 0 $a ICIAM2023 springer series ; $v v. 6. $3 1008507
856 4 0 $u https://doi.org/10.1007/978-981-95-0652-1
950 $a Mathematics and Statistics (SpringerNature-11649)