Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options |
scientific article |
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Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (English)
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28 September 2012
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American option
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backward dynamic programing
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Delaunay triangulation
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dual quantization
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numerical integration
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optimal vector quantization
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Voronoi tessellation
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Zador's theorem
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