Pages that link to "Item:Q4554449"
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The following pages link to Recursive marginal quantization of higher-order schemes (Q4554449):
Displaying 7 items.
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
