Titlebook: Numerical Methods in Finance; Bordeaux, June 2010 René‘A. Carmona,Pierre Del Moral,Nadia Oudjane Conference proceedings 2012 Springer-Verla

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Christian Bender,Jessica Steinerred in any book yet. The proposed book aims at making a comprehensive review of applications of Bayes procedures, Empirical Bayes procedures and their ramifications (like linear Bayes estimation, restricted Bayes least square prediction, constrained Bayes estimation, Bayesian robustness) in making i

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Bowen Zhang,Cornelis W. Oosterleeidely used technique to make sure if a real-time system has correct time behavior. Using formal methods requires providing support for non-deterministic specification for time constraints which is realized by time intervals. Timed-Rebeca is an actor-based modeling language which is equipped with a v

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Klaus Wiebauerin . if there exists a cone with apex . and angular diameter . such that . is the closest point to . inside this cone..In this paper, we prove that for . and ., the continuous Yao graph . is a .-fault-tolerant geometric .-spanner where . is the family of convex regions in the plane. Moreover, we sho

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2190-5614 e have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the nu

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https://doi.org/10.1007/978-3-642-25746-9Energy securities; Numerical methods; Optimal stopping; quantitative finance