Pages that link to "Item:Q3041075"
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The following pages link to Exponential rate of convergence for Lloyd's method I (Q3041075):
Displaying 19 items.
- Multi-asset American options and parallel quantization (Q370907) (← links)
- Principal point classification: applications to differentiating drug and placebo responses in longitudinal studies (Q1039493) (← links)
- About the multidimensional competitive learning vector quantization algorithm with constant gain (Q1370999) (← links)
- A space quantization method for numerical integration (Q1392785) (← links)
- On the minimum of the mean-squared error in 2-means clustering (Q1624878) (← links)
- Greedy vector quantization (Q1791088) (← links)
- Asymptotics of optimal quantizers for some scalar distributions (Q1860377) (← links)
- Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm (Q2037064) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function (Q2295030) (← links)
- Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension (Q2820188) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- Local Distortion and<i>μ</i>-Mass of the Cells of One Dimensional Asymptotically Optimal Quantizers (Q3155314) (← links)
- Optimal quadratic quantization for numerics: the Gaussian case (Q4432548) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Convergence rate of optimal quantization grids and application to empirical measure (Q4969145) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)