Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192)
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scientific article; zbMATH DE number 5562310
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| English | Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations |
scientific article; zbMATH DE number 5562310 |
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Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (English)
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5 June 2009
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filtering
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dynamic programming
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European option hedging
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partially observed stochastic volatility
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0.9293114
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0.90173113
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0.8889631
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0.8843517
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0.8833465
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0.88181955
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0.8813571
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