Search Results - subject:"Quantization"

COVID-19 : data-driven dynamic asset allocation in times of pandemic

Timonina-Farkas, Anna - In: Quantitative finance and economics 5 (2021) 2, pp. 198-227

Persistent link: https://www.econbiz.de/10012591919

A fully quantization-based scheme for FBSDEs

Callegaro, Giorgia; Gnoatto, Alessandro; Grasselli, Martino - 2021

Persistent link: https://www.econbiz.de/10013347389

The valuation of corporations : a derivative pricing perspective

Madan, Dilip B.; Wang, King - In: Annals of finance 19 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014253867

Event-triggered aperiodic intermittent sliding-mode control for master–slave bilateral teleoperation robotic systems

Gao, Hang; Ma, Chao - In: Industrial Robot: the international journal of robotics … 50 (2023) 3, pp. 467-482

Purpose The purpose of this paper is to propose a novel event-triggered aperiodic intermittent sliding-mode control (ETAI-SMC) algorithm for master–slave bilateral teleoperation robotic systems to further save communication resources while maintaining synchronization precision....

Persistent link: https://www.econbiz.de/10014835983

Recursive marginal quantization of higher-order schemes

McWalter, Thomas A.; Rudd, Ralph; Kienitz, Jörg; … - In: Quantitative finance 18 (2018) 4, pp. 693-706

Persistent link: https://www.econbiz.de/10011906463

Nonlinear pricing with finite information

Bergemann, Dirk; Yeh, Edmund M.; Zhang, Jinkun - In: Games and economic behavior 130 (2021), pp. 62-84

Persistent link: https://www.econbiz.de/10012820153

Quantization-based Bermudan option pricing in the foreign exchange world

Fayolle, Jean-Michel; Lemaire, Vincent; Montes, Thibaut; … - In: The journal of computational finance 25 (2021) 2, pp. 87-128

Persistent link: https://www.econbiz.de/10012938894

Covering of high-dimensional cubes and quantization

Žigljavskij, Anatolij Aleksandrovič; Noonan, Jack - In: Operations research forum 1 (2020) 3, pp. 1-32

Persistent link: https://www.econbiz.de/10012306343

Algorithmic trading in a microstructural limit order book model

Abergel, Frédéric; Huré, Côme; Pham, Huyên - In: Quantitative finance 20 (2020) 8, pp. 1263-1283

Persistent link: https://www.econbiz.de/10012262662

A quantization approach to the counterparty credit exposure estimation

Bonollo, Michele; Di Persio, Luca; Oliva, Immacolata - In: International review of economics & finance : IREF 70 (2020), pp. 335-356

Persistent link: https://www.econbiz.de/10012486798