The following pages link to Gilles Pagès (Q338073):
Displaying 50 items.
- New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
- Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
- Multilevel Richardson-Romberg extrapolation (Q2405119) (← links)
- Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974) (← links)
- Functional quantization rate and mean regularity of processes with an application to Lévy processes (Q2426601) (← links)
- A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
- High-resolution product quantization for Gaussian processes under sup-norm distortion (Q2469646) (← links)
- Quantization of probability distributions under norm-based distortion measures. II: Self-similar distributions (Q2488771) (← links)
- Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063) (← links)
- Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
- Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
- A stochastic quantization method for nonlinear problems. (Q2724975) (← links)
- When are swing options bang-bang? (Q2786344) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- Pointwise convergence of the Lloyd I algorithm in higher dimension (Q2820188) (← links)
- Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (Q2865115) (← links)
- Stochastic approximation with averaging innovation applied to finance (Q2882550) (← links)
- Intrinsic stationarity for vector quantization: foundation of dual quantization (Q2903012) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- How to speed up the quantization tree algorithm with an application to swing options (Q2994841) (← links)
- Quantization of probability distributions under norm-based distortion measures (Q3024663) (← links)
- Fractal functional quantization of mean-regular stochastic processes (Q3068834) (← links)
- Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces (Q3085571) (← links)
- Convergence of Multi-Dimensional Quantized SDE’s (Q3086803) (← links)
- (Q3142702) (← links)
- Local Distortion and<i>μ</i>-Mass of the Cells of One Dimensional Asymptotically Optimal Quantizers (Q3155314) (← links)
- Functional quantization for numerics with an application to option pricing (Q3367274) (← links)
- A two armed bandit type problem revisited (Q3373746) (← links)
- (Q3374068) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC (Q3405433) (← links)
- (Q3453785) (← links)
- Optimization and statistical methods for high frequency finance (Q3465859) (← links)
- Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm (Q3484222) (← links)
- Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications (Q3504217) (← links)
- How Fast Is the Bandit? (Q3506304) (← links)
- Mathematics and Finance (Q3527685) (← links)
- (Q3549877) (← links)
- Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (Q3631198) (← links)
- Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling (Q3654434) (← links)
- (Q3702213) (← links)
- (Q3749845) (← links)
- (Q3831101) (← links)
- Rate of convergence for computing expectations of stopping functionals of an α-mixing process (Q4210870) (← links)
- Convergence of the one-dimensional Kohonen algorithm (Q4221257) (← links)
- Convergence in Distribution of the One-Dimensional Kohonen Algorithms when the Stimuli are not Uniform (Q4287971) (← links)
- Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method (Q4332210) (← links)
- Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests (Q4347033) (← links)
- Convergence presque sûre de l'algorithme de Kohonen unidimensionnel (Q4350937) (← links)
- First-Order Schemes in the Numerical Quantization Method (Q4409034) (← links)
