Optimal quadratic quantization for numerics: the Gaussian case (Q4432548): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 15:49, 5 March 2024
scientific article; zbMATH DE number 1997228
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
27 October 2003
0 references
optimal quantization
0 references
stochastic gradient methods
0 references
numericla integration
0 references
multi-asset American option pricing
0 references
Gaussian distribution
0 references
Newton method
0 references
numerical examples
0 references
mathematical finance
0 references