140,99 €
inkl. MwSt.
Versandkostenfrei*Erscheint vorauss. 31. Januar 2027
Melden Sie sich
hier
hier
für den Produktalarm an, um über die Verfügbarkeit des Produkts informiert zu werden.
70 °P sammeln
Andere Kunden interessierten sich auch für
![Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan]( "Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan")
Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan150,99 €![Weak Convergence and Its Applications]( "Weak Convergence and Its Applications")
Weak Convergence and Its Applications86,99 €![Stochastics, Control and Robotics]( "Stochastics, Control and Robotics")
Stochastics, Control and Robotics140,99 €![New Trends in Stochastic Analysis and Related Topics: A Volume in Honour of Professor K D Elworthy]( "New Trends in Stochastic Analysis and Related Topics: A Volume in Honour of Professor K D Elworthy")
New Trends in Stochastic Analysis and Related Topics: A Volume in Honour of Professor K D Elworthy148,99 €![Introduction to Stochastic Programming]( "Introduction to Stochastic Programming")
Introduction to Stochastic Programming66,99 €![Functional Gaussian Approximation for Dependent Structures]( "Functional Gaussian Approximation for Dependent Structures")
Functional Gaussian Approximation for Dependent Structures147,99 €![Probability and Number Theory -- Kanazawa 2005]( "Probability and Number Theory -- Kanazawa 2005")
Probability and Number Theory -- Kanazawa 200581,99 €
The book is devoted to contemporary variance reduction methods for Monte Carlo and Markov Chain (MCMC) with Machine Learning and Finance applications. We present new approaches based on martingale representations, and Stein control variates besides the standard techniques. In addition, the book focuses on developing new variance reduction algorithms in MCMC and their theoretical analysis. Readers will find numerical examples that illustrate all proposed algorithms.