Monte Carlo Methods and Models in Finance and Insurance

Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath¿Platen estimator

janvier 2023, env. 484 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-1-03-247769-5

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