Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574): Difference between revisions

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Latest revision as of 13:30, 11 June 2024

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Error analysis of the optimal quantization algorithm for obstacle problems.
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    Error analysis of the optimal quantization algorithm for obstacle problems. (English)
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    29 November 2005
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    numerical probability
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    optimal stopping
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    snell envelope
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    optimal quantization of random variables
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    reflected backward stochastic differential equation
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    American option pricing
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