Thibaut Montes
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Person:2297128
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stationary Heston model: calibration and pricing of exotics using product recursive quantization Quantitative Finance | 2022-05-27 | Paper |
| New weak error bounds and expansions for optimal quantization Journal of Computational and Applied Mathematics | 2020-02-18 | Paper |
| Quantization-based Bermudan option pricing in the $FX$ world | 2019-11-13 | Paper |
Research outcomes over time
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