Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (Q3631198)
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English | Optimal Quantization for Finance: From Random Vectors to Stochastic Processes |
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Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (English)
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5 June 2009
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optimal quadratic quantization
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numerical integration
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option pricing
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Gaussian process
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stochastic volatility
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Monte Carlo method
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