TY - BOOK AU - Devroye,Luc AU - Karasözen,Bülent AU - Kohler,Michael AU - Korn,Ralf ED - SpringerLink (Online service) TI - Recent Developments in Applied Probability and Statistics: Dedicated to the Memory of Jürgen Lehn SN - 9783790825985 AV - QA273.A1-274.9 U1 - 519.2 23 PY - 2010/// CY - Heidelberg PB - Physica-Verlag HD KW - Mathematics KW - Computer science KW - Distribution (Probability theory) KW - Mathematical statistics KW - Probability Theory and Stochastic Processes KW - Statistical Theory and Methods KW - Probability and Statistics in Computer Science N1 - On Exact Simulation Algorithms for Some Distributions Related to Brownian Motion and Brownian Meanders -- A Review on Regression-based Monte Carlo Methods for Pricing American Options -- Binomial Trees in Option Pricing—History, Practical Applications and Recent Developments -- Uncertainty in Gaussian Process Interpolation -- On the Inversive Pseudorandom Number Generator -- Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments -- On Robust Gaussian Graphical Modeling -- Strong Laws of Large Numbers and Nonparametric Estimation -- Institute of Applied Mathematics at Middle East Technical University, Ankara (Panel Discussion Contribution) -- Financial Mathematics: Between Stochastic Differential Equations and Financial Crisis (Panel Discussion Contribution) -- Computational Science and Engineering Education Programs in Germany (Panel Discussion Contribution) N2 - This book presents surveys on recent developments in applied probability and statistics. The contributions include topics such as nonparametric regression and density estimation, option pricing, probabilistic methods for multivariate interpolation, robust graphical modelling and stochastic differential equations. Due to its broad coverage of different topics the book offers an excellent overview of recent developments in applied probability and statistics UR - http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-7908-2598-5 ER -