Pages that link to "Item:Q3367274"
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The following pages link to Functional quantization for numerics with an application to option pricing (Q3367274):
Displaying 39 items.
- Reduced basis techniques for stochastic problems (Q358488) (← links)
- A constructive sharp approach to functional quantization of stochastic processes (Q613025) (← links)
- Approximating stochastic volatility by recombinant trees (Q744390) (← links)
- Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
- High resolution quantization and entropy coding of jump processes (Q1023401) (← links)
- The coding complexity of Lévy processes (Q1029213) (← links)
- Greedy vector quantization (Q1791088) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Optimal quantization for some triadic uniform Cantor distributions with exact bounds (Q2086006) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Data-driven stochastic inversion via functional quantization (Q2302505) (← links)
- Functional quantization rate and mean regularity of processes with an application to Lévy processes (Q2426601) (← links)
- Partial functional quantization and generalized bridges (Q2448710) (← links)
- High-resolution product quantization for Gaussian processes under sup-norm distortion (Q2469646) (← links)
- A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576) (← links)
- From empirical observations to tree models for stochastic optimization: convergence properties (Q2817839) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- The upper and lower quantization coefficient for Markov-type measures (Q2986645) (← links)
- Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces (Q3085571) (← links)
- Convergence of Multi-Dimensional Quantized SDE’s (Q3086803) (← links)
- Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications (Q3504217) (← links)
- Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- Short Communication: Projection of Functionals and Fast Pricing of Exotic Options (Q5092723) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
- Distortion mismatch in the quantization of probability measures (Q5190279) (← links)
- Brownian motion simulation: a quantization approach (Q5220828) (← 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)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Introduction to vector quantization and its applications for numerics (Q5744911) (← links)
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes (Q6160978) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
