Pages that link to "Item:Q4432548"
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The following pages link to Optimal quadratic quantization for numerics: the Gaussian case (Q4432548):
Displayed 50 items.
- An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
- Multi-asset American options and parallel quantization (Q370907) (← links)
- Constructive quantization: approximation by empirical measures (Q376699) (← links)
- Conditional quantile estimation through optimal quantization (Q464580) (← links)
- A constructive sharp approach to functional quantization of stochastic processes (Q613025) (← links)
- Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185) (← links)
- Optimal quantization applied to sliced inverse regression (Q645618) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
- Optimal quantizers for Radon random vectors in a Banach space (Q865369) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
- Conditional quantile estimation based on optimal quantization: from theory to practice (Q1663189) (← links)
- A versatile technique for the optimal approximation of random processes by functional quantization (Q1732258) (← links)
- Regularized decomposition of large scale block-structured robust optimization problems (Q1789623) (← links)
- Properties and generation of representative points of the exponential distribution (Q2122810) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function (Q2295030) (← links)
- New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
- Competitive facility location with random attractiveness (Q2417157) (← links)
- Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
- Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063) (← links)
- Quasi-Monte Carlo quadratures for multivariate smooth functions (Q2491888) (← links)
- Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
- Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
- WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← 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)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- Optimal Learning in Linear Regression with Combinatorial Feature Selection (Q2960366) (← links)
- How to speed up the quantization tree algorithm with an application to swing options (Q2994841) (← links)
- Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces (Q3085571) (← links)
- Adaptive Robust Control under Model Uncertainty (Q3121333) (← links)
- Local Distortion and<i>μ</i>-Mass of the Cells of One Dimensional Asymptotically Optimal Quantizers (Q3155314) (← links)
- Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
- Optimal Information Blending with Measurements in the <i>L</i><sup>2</sup> Sphere (Q3465948) (← links)
- Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- On-line quantization in nonlinear filtering (Q5218861) (← links)
- Estimate nothing (Q5247922) (← links)
- Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)