Weak and strong error analysis of recursive quantization: a general approach with an application to jump diffusions (Q5077071)
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scientific article; zbMATH DE number 7528317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak and strong error analysis of recursive quantization: a general approach with an application to jump diffusions |
scientific article; zbMATH DE number 7528317 |
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Weak and strong error analysis of recursive quantization: a general approach with an application to jump diffusions (English)
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17 May 2022
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recursive quantization
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weak error analysis
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strong error analysis
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jump diffusion
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pricing jump model
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