Recent Developments in Applied Probability and Statistics

Dedicated to the Memory of Jürgen Lehn

Editors: Devroye, L., Karasözen, B., Kohler, M., Korn, R. (Eds.)

  • Presents surveys on recent developments in applied probability and statistics
  • Topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations
  • Excellent overview of recent developments in applied probability and statistics
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eBook $99.00
price for USA (gross)
  • ISBN 978-3-7908-2598-5
  • Digitally watermarked, DRM-free
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  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-7908-2597-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-3-7908-2910-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations. Due to its broad coverage of different topics the book offers an excellent overview of recent developments in applied probability and statistics.

Table of contents (11 chapters)

  • On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders

    Devroye, Luc

    Pages 1-35

  • A Review on Regression-based Monte Carlo Methods for Pricing American Options

    Kohler, Michael

    Pages 37-58

  • Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments

    Korn, Ralf (et al.)

    Pages 59-77

  • Uncertainty in Gaussian Process Interpolation

    Kracker, Hilke (et al.)

    Pages 79-102

  • On the Inversive Pseudorandom Number Generator

    Meidl, Wilfried (et al.)

    Pages 103-125

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-3-7908-2598-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-7908-2597-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-3-7908-2910-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Recent Developments in Applied Probability and Statistics
Book Subtitle
Dedicated to the Memory of Jürgen Lehn
Editors
  • Luc Devroye
  • Bülent Karasözen
  • Michael Kohler
  • Ralf Korn
Copyright
2010
Publisher
Physica-Verlag Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-7908-2598-5
DOI
10.1007/978-3-7908-2598-5
Hardcover ISBN
978-3-7908-2597-8
Softcover ISBN
978-3-7908-2910-5
Edition Number
1
Number of Pages
XII, 235
Topics