//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"quantization"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Undetermined
58
Free
18
Type of publication
All
Article
67
Book / Working Paper
15
Type of publication (narrower categories)
All
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
more ...
less ...
Language
All
English
43
Undetermined
39
Author
All
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
more ...
less ...
Institution
All
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...
All
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
more ...
less ...
Source
All
RePEc
42
ECONIS (ZBW)
33
Other ZBW resources
7
Showing
1
-
10
of
82
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk
quantization
by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 134-147
Persistent link: https://www.econbiz.de/10015066797
Saved in:
2
Functional
quantization
of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
Joint SPX & VIX calibration with Gaussian polynomial volatility models : deep pricing with
quantization
hints
Abi Jaber, Eduardo
;
Illand, Camille
;
Li, Shaun
- In:
Mathematical finance : an international journal of …
35
(
2025
)
2
,
pp. 470-519
Persistent link: https://www.econbiz.de/10015359126
Saved in:
4
Volatility models in practice : rough, path-dependent, or Markovian?
Abi Jaber, Eduardo
;
Li, Shaun
- In:
Mathematical finance : an international journal of …
35
(
2025
)
4
,
pp. 796-817
Persistent link: https://www.econbiz.de/10015461702
Saved in:
5
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://www.econbiz.de/10014546287
Saved in:
6
How to design a derivatives market?
Baldacci, Bastien
;
Jusselin, Paul
;
Rosenbaum, Mathieu
- In:
Peter Carr Gedenkschrift : research advances in …
,
(pp. 657-699)
.
2024
Persistent link: https://www.econbiz.de/10015447099
Saved in:
7
Convergence rates for regularized optimal transport via
quantization
Eckstein, Stephan
;
Nutz, Marcel
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1223-1240
Persistent link: https://www.econbiz.de/10014564975
Saved in:
8
Risk conscious investment
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
Quantitative finance
24
(
2024
)
10
,
pp. 1401-1421
Persistent link: https://www.econbiz.de/10015196933
Saved in:
9
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
Saved in:
10
Risk
quantization
by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012542714
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->