Denis Belomestny: 2 books
Lévy Matters IV
Estimation for Discretely Observed Lévy Processes
Language: English
Release Date: December 5, 2014
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and...
Advanced Simulation-Based Methods for Optimal Stopping and Control
With Applications in Finance
Language: English
Release Date: January 31, 2018
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.