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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
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
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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 1 - 10 of 82
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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
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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
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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
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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
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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://www.econbiz.de/10014546287
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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
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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
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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
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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
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Risk quantization by magnitude and propensity
Faugeras, Olivier; Pagès, Gilles - 2021
Persistent link: https://www.econbiz.de/10012542714
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