The following pages link to (Q3374068):
Displaying 49 items.
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- Constructive quantization: approximation by empirical measures (Q376699) (← links)
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Numerical method for impulse control of piecewise deterministic Markov processes (Q445881) (← links)
- Conditional quantile estimation through optimal quantization (Q464580) (← links)
- The high resolution vector quantization problem with Orlicz norm distortion (Q548163) (← links)
- Optimal quantization applied to sliced inverse regression (Q645618) (← links)
- Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Quantization of probability distributions and gradient flows in space dimension 2 (Q1669639) (← links)
- Partially observed optimal stopping problem for discrete-time Markov processes (Q1680763) (← links)
- Change-point detection for piecewise deterministic Markov processes (Q1716530) (← links)
- Greedy vector quantization (Q1791088) (← links)
- Numerical method for optimal stopping of piecewise deterministic Markov processes (Q1958493) (← links)
- Support points (Q1991669) (← links)
- Three kinds of discrete approximations of statistical multivariate distributions and their applications (Q2062779) (← links)
- Canonical sequences of optimal quantization for condensation measures (Q2144656) (← links)
- Asymptotics of one-dimensional Lévy approximations (Q2181630) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Asymptotic optimality of the triangular lattice for a class of optimal location problems (Q2244074) (← links)
- Quantization and clustering on Riemannian manifolds with an application to air traffic analysis (Q2274972) (← links)
- New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
- Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
- Competitive facility location with random attractiveness (Q2417157) (← links)
- Best finite constrained approximations of one-dimensional probabilities (Q2418017) (← links)
- Optimal stopping for partially observed piecewise-deterministic Markov processes (Q2447709) (← links)
- A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576) (← links)
- Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220) (← links)
- Convergence of Markovian stochastic approximation with discontinuous dynamics (Q2799358) (← links)
- Numerical methods for an optimal multiple stopping problem (Q2816573) (← links)
- Pointwise convergence of the Lloyd I algorithm in higher dimension (Q2820188) (← links)
- Numerical methods for the exit time of a piecewise-deterministic Markov process (Q2879913) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces (Q3085571) (← links)
- Functional quantization for numerics with an application to option pricing (Q3367274) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Introduction to vector quantization and its applications for numerics (Q5744911) (← 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)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
- Swing contract pricing: with and without neural networks (Q6581630) (← links)
