Functional quantization for numerics with an application to option pricing (Q3367274): Difference between revisions

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+Quantization of probability distributions under norm-based distortion measures
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+On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
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+Q4271995
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+Foundations of quantization for probability distributions
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Functional quantization of Gaussian processes
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+A space quantization method for numerical integration
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+Q3374068
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