Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:34, 7 February 2024
scientific article; zbMATH DE number 6938635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process |
scientific article; zbMATH DE number 6938635 |
Statements
Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (English)
0 references
18 September 2018
0 references
recursive marginal quantization
0 references
Euler scheme
0 references
local volatility
0 references
optimal quantization
0 references
