Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (Q3631198)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Quantization for Finance: From Random Vectors to Stochastic Processes |
scientific article |
Statements
Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (English)
0 references
5 June 2009
0 references
optimal quadratic quantization
0 references
numerical integration
0 references
option pricing
0 references
Gaussian process
0 references
stochastic volatility
0 references
Monte Carlo method
0 references
