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Search: subject:"Recursive marginal quantization"
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Euler scheme
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Kienitz, Jörg
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McWalter, Thomas A.
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Platen, Eckhard
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Rudd, Ralph
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Sagna, Abass
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Applied mathematical finance
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ECONIS (ZBW)
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Robust product Markovian quantization
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 55-78
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014546287
Saved in:
2
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://ebvufind01.dmz1.zbw.eu/10011906463
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3
Recursive
marginal
quantization
of the Euler scheme of a diffusion process
Pagès, Gilles
;
Sagna, Abass
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 463-498
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011490616
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