Pages that link to "Item:Q2994841"
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The following pages link to How to speed up the quantization tree algorithm with an application to swing options (Q2994841):
Displayed 5 items.
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
- Quantization dimensions of compactly supported probability measures via Rényi dimensions (Q6112884) (← links)