Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications (Q3504217): Difference between revisions
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Latest revision as of 17:05, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications |
scientific article |
Statements
Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications (English)
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11 June 2008
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cubature formula
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quasi-Monte Carlo method
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Gaussian processes
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functional quantization
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stochastic processes
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pricing
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European options
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