Pages that link to "Item:Q3631198"
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The following pages link to Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (Q3631198):
Displaying 17 items.
- An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- The local quantization behavior of absolutely continuous probabilities (Q439886) (← links)
- A versatile technique for the optimal approximation of random processes by functional quantization (Q1732258) (← links)
- Greedy vector quantization (Q1791088) (← links)
- The optimal discretization of probability density functions (Q1978423) (← links)
- How complex is a random picture? (Q2001211) (← links)
- Quantization methods for stochastic differential equations (Q2080137) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
- Data-driven stochastic inversion via functional quantization (Q2302505) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- Pointwise convergence of the Lloyd I algorithm in higher dimension (Q2820188) (← 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)
- Introduction to vector quantization and its applications for numerics (Q5744911) (← links)
