Optimal quadratic quantization for numerics: the Gaussian case (Q4432548): Difference between revisions

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Revision as of 20:25, 19 March 2024

scientific article; zbMATH DE number 1997228
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English
Optimal quadratic quantization for numerics: the Gaussian case
scientific article; zbMATH DE number 1997228

    Statements

    Optimal quadratic quantization for numerics: the Gaussian case (English)
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    27 October 2003
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    optimal quantization
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    stochastic gradient methods
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    numericla integration
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    multi-asset American option pricing
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    Gaussian distribution
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    Newton method
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    numerical examples
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    mathematical finance
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