Výsledky vyhľadávania - "Methodology and Computing in Applied Probability"

Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model Autor Mercier, Sabine, Nuel, Grégory

“…We are interested here in a theoretical and practical approach for detecting atypical segments in a multi-state sequence. We prove in this article that the…”
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Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach Autor Barrera-Esteve, Christophe, Bergeret, Florent, Dossal, Charles, Gobet, Emmanuel, Meziou, Asma, Munos, Rémi, Reboul-Salze, Damien

“…In the natural gas market, many derivative contracts have a large degree of flexibility. These are known as Swing or Take-Or-Pay options. They allow their…”
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