Specialists in computational finance survey recent developments in the field for readers in finance or in academia and even readers in engineering, technology, and science. Among the topics are
multi-level Monte Carlo methods for applications in finance, asymptotic and non-asymptotic approximations for option valuation, discretization of backward stochastic Volterra integral
equations, derivative-free weak approximation methods for stochastic differential equations, randomized multi-level quasi-Monte Carlo path simulation, applying simplest random walk algorithms
for pricing barrier options, and dimension-wide decompositions and their efficient parallelization. Annotation ©2014 Ringgold, Inc., Portland, OR (protoview.com)
