Pages that link to "Item:Q1392785"
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The following pages link to A space quantization method for numerical integration (Q1392785):
Displaying 35 items.
- Partial functional quantization and generalized bridges (Q2448710) (← links)
- Quasi-Monte Carlo quadratures for multivariate smooth functions (Q2491888) (← links)
- Adaptive MCMC with online relabeling (Q2515500) (← links)
- Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
- When are swing options bang-bang? (Q2786344) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- Convergence of Markovian stochastic approximation with discontinuous dynamics (Q2799358) (← links)
- Some Recent Developments in Quantization of Fractal Measures (Q2808816) (← links)
- From Self-Similar Groups to Self-Similar Sets and Spectra (Q2808820) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- The upper and lower quantization coefficient for Markov-type measures (Q2986645) (← links)
- How to speed up the quantization tree algorithm with an application to swing options (Q2994841) (← links)
- Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces (Q3085571) (← 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)
- Optimal quantization via dynamics (Q3388737) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- Piecewise deterministic Markov process — recent results (Q3451724) (← links)
- Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- Convergence rate of optimal quantization grids and application to empirical measure (Q4969145) (← links)
- Distortion mismatch in the quantization of probability measures (Q5190279) (← links)
- The quantization for in-homogeneous self-similar measures with in-homogeneous open set condition (Q5252620) (← links)
- Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777) (← links)
- Pricing of barrier options by marginal functional quantization (Q5388198) (← links)
- Average Competitive Learning Vector Quantization (Q5418873) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- Universal<i>L<sup>s</sup></i>-rate-optimality of<i>L<sup>r</sup></i>-optimal quantizers by dilatation and contraction (Q5851019) (← links)
- Minimum energy representative points (Q6056198) (← links)
- Limiting behavior of the gap between the largest two representative points of statistical distributions (Q6107513) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
- Improving exploration strategies in large dimensions and rate of convergence of global random search algorithms (Q6183083) (← links)
