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For #1 and #2 I really enjoyed this Edx course from UC Berkeley: Quantum Mechanics and Quantum Computation And for #3 you seem to have the sources already :)


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Andersen--Broadie converts an exercise strategy into an upper bound. The better the exercise strategy the better the upper bound. You can get the exercise strategy by using regression to approximate the continuation value and this is pretty standard -- the LS Method is widely used but does have defects. Once you have an exercise strategy you need the value ...


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It seems that uniformly integrable martingales, as described by quasi, account for a specific class of strict local martingales. A martingale on $[0,\infty)$ that is not uniformly integrable (like geometric Brownian motion) is a uniformly integrable martingale on $[0,t]$ for every $t\in [0,\infty)$. Consequently, mapping $[0,\infty]$ onto $[0,1]$ as done ...


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Glasserman's book is the book I would recommend on Monte Carlo methods as well.


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This is the book from a masters degree. http://perso.telecom-paristech.fr/~bianchi/athens/Proba_Num_11-12.pdf



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