Optimal quadratic quantization for numerics: the Gaussian case (Q4432548)
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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)
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27 October 2003
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optimal quantization
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stochastic gradient methods
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numericla integration
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multi-asset American option pricing
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Gaussian distribution
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Newton method
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numerical examples
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mathematical finance
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