Recent Developments in Stochastic Numerics and Computational Finance
Author:   Jiro Akahori ,  Syoiti Ninomiya ,  Toshihiro Yamada
Publisher:   Springer
Volume:   6
ISBN:  

9789819506514


Pages:   90
Publication Date:   09 October 2025
Format:   Hardback
Availability:   Not yet available   Availability explained
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Recent Developments in Stochastic Numerics and Computational Finance


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Overview

This book presents a collection of recent advances in stochastic numerical analysis and computational finance. Stochastic numerical methods have played a pivotal role in probability theory, statistics, and applied mathematics, particularly in the rapidly evolving fields of machine learning and data science. They have also achieved significant success in computational finance. The volume highlights cutting-edge developments in numerical techniques for stochastic differential equations and stochastic models in finance. This collection offers valuable insights for researchers and practitioners seeking to deepen their understanding of stochastic modeling and its applications in finance and beyond.

Full Product Details

Author:   Jiro Akahori ,  Syoiti Ninomiya ,  Toshihiro Yamada
Publisher:   Springer
Imprint:   Springer
Volume:   6
ISBN:  

9789819506514


ISBN 10:   9819506514
Pages:   90
Publication Date:   09 October 2025
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Forthcoming
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

Table of Contents

Chapter 1 Policy improvement algorithm for an optimal consumption and investment problem under a certain nonlinear stochastic factor model.- Chapter 2 An extended Milstein scheme for effective weak approximation of diffusions.- Chapter  3 Expansion of Bermudan option price using deep learning.- Chapter 4 Approximation for stochastic PDES and the HJM Model.- Chapter 5 On a Prolongation of the Nonlinear Stochastic Asymptotic Expansion of the Solution of a Semilinear PDE.

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Author Information

Jiro Akahori is a professor of Graduate School of Mathematical Sciences at Ritsumeikan University.  Syoiti Ninomiya is a professor of Department of Mathematics, Institute of Science Tokyo. Toshihiro Yamada is a professor of Graduate School of Economics at Hitotsubashi University. 

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