Pages that link to "Item:Q4682490"
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The following pages link to Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490):
Displaying 10 items.
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← 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)
