Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0304-4149(03)00026-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2073001881 / rank | |||
Normal rank | |||
Latest revision as of 09:54, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of the optimal quantization algorithm for obstacle problems. |
scientific article |
Statements
Error analysis of the optimal quantization algorithm for obstacle problems. (English)
0 references
29 November 2005
0 references
numerical probability
0 references
optimal stopping
0 references
snell envelope
0 references
optimal quantization of random variables
0 references
reflected backward stochastic differential equation
0 references
American option pricing
0 references
0 references
