ICIAM2023 Springer Series

Akahori, Jiro; Ninomiya, Syoiti; Yamada, Toshihiro

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.

Details

Published by: Springer

Publication Date: 2026-01-03

Format: Hardcover

ISBN-13: 9789819506514

DOI: 10.1007/978-981-95-0652-1

Dimensions: 235cm x155cm

Pages: 124