The central limit theorem for a nonlinear algorithm based on quantization (Q3043432)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The central limit theorem for a nonlinear algorithm based on quantization |
scientific article |
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The central limit theorem for a nonlinear algorithm based on quantization (English)
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6 August 2004
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numerical probability
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quantization of random variables
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optimal stopping
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semilinear partial differential equations
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central limit theorem
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American options
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