Thibaut Montes
From MaRDI portal
Person:2297128
Available identifiers
zbMath Open montes.thibautMaRDI QIDQ2297128
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Stationary Heston model: calibration and pricing of exotics using product recursive quantization | 2022-05-27 | Paper |
| New weak error bounds and expansions for optimal quantization | 2020-02-18 | Paper |
| Quantization-based Bermudan option pricing in the $FX$ world | 2019-11-13 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Thibaut Montes
