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  • Search: subject:"quantization"
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Year of publication
Subject
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Quantization 25 Stochastic process 14 Stochastischer Prozess 14 Theorie 14 Theory 14 optimal quantization 9 quantization 9 Option pricing theory 8 Optionspreistheorie 8 Volatility 7 Volatilität 7 Markov chain 6 Markov-Kette 6 Mechanism design 6 Derivat 5 Derivative 5 Limited information 5 Nonlinear pricing 5 Information theory 4 Mathematical programming 4 Mathematische Optimierung 4 Neural networks 4 Neuronale Netze 4 Asymmetric information 3 Asymmetrische Information 3 Economics of information 3 Electronic trading 3 Elektronisches Handelssystem 3 Estimation theory 3 Incomplete information 3 Informationsökonomik 3 Mechanismus-Design-Theorie 3 Monopol 3 Monopoly 3 Multi-Dimension 3 Multi-product 3 Optimal quantization 3 Preisdifferenzierung 3 Preismanagement 3 Price discrimination 3
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Online availability
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Undetermined 58 Free 18
Type of publication
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Article 67 Book / Working Paper 15
Type of publication (narrower categories)
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Article in journal 25 Aufsatz in Zeitschrift 25 Arbeitspapier 6 Working Paper 6 Graue Literatur 4 Non-commercial literature 4 Aufsatz im Buch 2 Book section 2 research-article 1
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Language
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English 43 Undetermined 39
Author
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Bergemann, Dirk 6 Yeh, Edmund M. 6 Budiyono, Agung 4 Madan, Dilip B. 4 Pagès, Gilles 4 Shen, Ji 4 Xu, Yun 4 Callegaro, Giorgia 3 Charlier, Isabelle 3 Paindaveine, Davy 3 Saracco, Jérôme 3 Abi Jaber, Eduardo 2 Butler, Ronald W. 2 Dufour, François 2 Faugeras, Olivier 2 Grasselli, Martino 2 Kienitz, Jörg 2 Li, Shaun 2 Linder, Tamás 2 McWalter, Thomas A. 2 Morales, D. 2 Pham, Huyên 2 Pistorius, Martijn 2 Platen, Eckhard 2 Rudd, Ralph 2 Sagna, Abass 2 Schoutens, Wim 2 Vajda, I. 2 Wang, King 2 Zhang, Jinkun 2 Abaya, Efren F. 1 Abbasi, Alireza 1 Abergel, Frédéric 1 Aiqun, Hu 1 Andre, Monteiro 1 BARDOU, OLIVIER 1 BOUTHEMY, SANDRINE 1 Bagarello, F. 1 Baker, David M. 1 Baldacci, Bastien 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 3 EconWPA 2 Department of Economics and Business, Universitat Pompeu Fabra 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 HAL 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Physica A: Statistical Mechanics and its Applications 13 Stochastic Processes and their Applications 5 Quantitative finance 4 Computational Economics 3 Cowles Foundation Discussion Papers 3 Applied mathematical finance 2 Cowles Foundation discussion paper 2 ECARES working paper 2 International Journal of Computer Vision and Image Processing (IJCVIP) 2 International Journal of Digital Crime and Forensics (IJDCF) 2 Journal of Multivariate Analysis 2 Mathematical finance : an international journal of mathematics, statistics and financial economics 2 Mathematics of operations research 2 Statistics & Probability Letters 2 The journal of computational finance 2 4OR : a quarterly journal of operations research 1 AStA Advances in Statistical Analysis 1 Annals of finance 1 Annals of the Institute of Statistical Mathematics 1 Application of operations research to financial markets 1 Applied Mathematical Finance 1 Applied economics 1 Computational and mathematical organization theory 1 Czech Journal of Economics and Finance (Finance a uver) 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Games and economic behavior 1 Industrial Robot: the international journal of robotics research and application 1 Insurance : mathematics and economics 1 International Journal of Interdisciplinary Telecommunications and Networking (IJITN) 1 International Journal of Multimedia Data Engineering and Management (IJMDEM) 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 International review of economics & finance : IREF 1 Journal of Classification 1 Journal of the Operational Research Society : OR 1 MPRA Paper 1 Mathematical finance : an international journal of mathematics, statistics and financial theory 1 Mathematics and Computers in Simulation (MATCOM) 1 Metrika 1 Operations research forum 1
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Source
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RePEc 42 ECONIS (ZBW) 33 Other ZBW resources 7
Showing 71 - 80 of 82
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Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
Mrad, Moez; Touzi, Nizar; Zeghal, Amina - In: Computational Economics 27 (2006) 4, pp. 497-531
Persistent link: https://www.econbiz.de/10005701673
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Fractional derivative quantum fields at positive temperature
Lim, S.C. - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 269-281
that quantization of the fractional derivative fields can be carried out by using the Parisi–Wu stochastic quantization. …
Persistent link: https://www.econbiz.de/10010590262
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An Application of Clustering Analysis to International Private Indebtedness
Andre, Monteiro; Dionisio, Carneiro; Carlos, Pedreira - EconWPA - 2005
This paper presents a procedure for clustering analysis that combines Kohone’s Self organizing Feature Map (SOFM) and statistical schemes. The idea is to cluster the data in two stages: run SOFM and then minimize the segmentation dispersion. The advantages of proposed procedure will be...
Persistent link: https://www.econbiz.de/10005412997
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Knowledge Agents Represented by Knowledge Functions
Kreft, Hans-Diedrich - EconWPA - 2004
Knowledge as the basis of science has up to now only verbally defined features which are not accepted between all sciences. On the other hand knowledge must have some interoperable, physical related features since otherwise we wouldn’t be able to exchange knowledge between humans. With the...
Persistent link: https://www.econbiz.de/10005134581
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Minimum Divergence Estimators Based on Grouped Data
Menéndez, M.; Morales, D.; Pardo, L.; Vajda, I. - In: Annals of the Institute of Statistical Mathematics 53 (2001) 2, pp. 277-288
Persistent link: https://www.econbiz.de/10005616145
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The Wigner representation of classical mechanics, quantization and classical limit
Bolivar, A.O - In: Physica A: Statistical Mechanics and its Applications 301 (2001) 1, pp. 219-240
representation lies in the fact that it turns out to be the suitable route to establish a general method of quantization directly …
Persistent link: https://www.econbiz.de/10011063310
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Quantization of the canonical ensemble
Lederer, M - In: Physica A: Statistical Mechanics and its Applications 286 (2000) 3, pp. 627-637
The task of quantization consists of forming a quantum mechanical system from a given classical system. Thereby …
Persistent link: https://www.econbiz.de/10010589384
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Chaotic field theory: a sketch
Cvitanović, Predrag - In: Physica A: Statistical Mechanics and its Applications 288 (2000) 1, pp. 61-80
Spatio-temporally chaotic dynamics of a classical field can be described by means of an infinite hierarchy of its unstable spatio-temporally periodic solutions. The periodic orbit theory yields the global averages characterizing the chaotic dynamics, as well as the starting semiclassical...
Persistent link: https://www.econbiz.de/10011059331
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Study of the Kohonen network with a discrete state space
Thiran, Patrick; Hasler, Martin - In: Mathematics and Computers in Simulation (MATCOM) 38 (1995) 1, pp. 189-197
, defectless models: quantization of the weights dynamics. Would this modification completely perturb the behavior of the network …, it will never be possible to implement it on a digital (or mixed mode) VLSI chip. Clearly, the analysis of quantization …
Persistent link: https://www.econbiz.de/10010748633
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Optimal clustering on the real line
Butler, Ronald W. - In: Journal of Multivariate Analysis 24 (1988) 1, pp. 88-108
The central limit theory associated with universally optimal and bounded locally optimal clustering is presented. The derivation makes use of a Donsker-type theorem for the quantile process that is also proven. Procedures for assessing the numbers of groups represented in the data are also...
Persistent link: https://www.econbiz.de/10005153080
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