Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications (Q3504217): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 23:55, 4 February 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)
    0 references
    0 references
    11 June 2008
    0 references
    cubature formula
    0 references
    quasi-Monte Carlo method
    0 references
    Gaussian processes
    0 references
    functional quantization
    0 references
    stochastic processes
    0 references
    pricing
    0 references
    European options
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references