## 1. Introduction

## 2. Approximation in the Modelization

## 3. Approximation in the Computations

#### 3.1. Non-Exact Monte Carlo Methods

#### 3.2. Asymptotic Approximations

#### 3.3. Approximations via Optimization

## 4. Scope of This Special Issue

## Funding

## Acknowledgments

## Conflicts of Interest

## Abbreviations

ABC | Approximate Bayesian Computation |

EP | Expectation Propagation |

MALA | Monte Carlo Adjusted Langevin Algorithm |

MCMC | Markov Chain Monte Carlo |

MLE | Maximum Likelihood Estimator |

PAC | Probably Approximately Correct |

VaR | Value at Risk |

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