Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574): Difference between revisions
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Revision as of 07:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of the optimal quantization algorithm for obstacle problems. |
scientific article |
Statements
Error analysis of the optimal quantization algorithm for obstacle problems. (English)
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29 November 2005
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numerical probability
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optimal stopping
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snell envelope
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optimal quantization of random variables
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reflected backward stochastic differential equation
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American option pricing
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