Optimal quadratic quantization for numerics: the Gaussian case (Q4432548)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal quadratic quantization for numerics: the Gaussian case |
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
