Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490)
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scientific article; zbMATH DE number 6938635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process |
scientific article; zbMATH DE number 6938635 |
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Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (English)
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18 September 2018
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recursive marginal quantization
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Euler scheme
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local volatility
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optimal quantization
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