Pages that link to "Item:Q2176359"
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The following pages link to Product Markovian quantization of a diffusion process with applications to finance (Q2176359):
Displayed 7 items.
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Quantization dimensions of compactly supported probability measures via Rényi dimensions (Q6112884) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)