Pages that link to "Item:Q2426601"
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The following pages link to Functional quantization rate and mean regularity of processes with an application to Lévy processes (Q2426601):
Displaying 24 items.
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- A constructive sharp approach to functional quantization of stochastic processes (Q613025) (← links)
- On the number of groups in clustering (Q645416) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- High resolution quantization and entropy coding of jump processes (Q1023401) (← links)
- The coding complexity of Lévy processes (Q1029213) (← links)
- How complex is a random picture? (Q2001211) (← links)
- New approach to greedy vector quantization (Q2073221) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- Partial functional quantization and generalized bridges (Q2448710) (← links)
- When are swing options bang-bang? (Q2786344) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- Fractal functional quantization of mean-regular stochastic processes (Q3068834) (← links)
- Convergence of Multi-Dimensional Quantized SDE’s (Q3086803) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← 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)
- Sharp Rate for the Dual Quantization Problem (Q5126597) (← links)
- Brownian motion simulation: a quantization approach (Q5220828) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Introduction to vector quantization and its applications for numerics (Q5744911) (← links)
- Marginal and Functional Quantization of Stochastic Processes (Q6185066) (← links)
