Ebooks de Benoîte de Saporta en PDF et EPUB

3 Livre(s)
Télécharger le livre : A Comprehensive Guide to HSMM
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A Comprehensive Guide to HSMM
Benoîte De Saporta , Nathalie Peyrard
Hidden Semi-Markov Models (HSMMs) have been extensively used for diverse applications where the objective is to analyze time series whose dynamics can be explained by a hidden process. A Comprehensive Guide to HSMM offers an accessible introduction to the framework of...

Editeur : Wiley-ISTE
Parution : 2025-12-08
Collection : ISTE Invoiced
PDF, ePub

167,11 €
Télécharger le livre : Martingales and Financial Mathematics in Discrete Time
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Martingales and Financial Mathematics in Discrete Time
Benoîte De Saporta , Mounir Zili
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple...

Editeur : Wiley-ISTE
Parution : 2021-12-20

PDF, ePub

163,47 €
Télécharger le livre : Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
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Numerical Methods for Simulation and Optimization of Piecewise Deterministic Markov Processes
Benoîte De Saporta , François Dufour , Huilong Zhang
Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet...

Editeur : Wiley-ISTE
Parution : 2015-12-14

PDF, ePub

163,47 €