Benedikt Wilbertz

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
Sharp rate for the dual quantization problem Séminaire de Probabilités XLIX	2020-10-20	Paper
Construction of optimal quantizers for Gaussian measures on Banach spaces	2017-03-24	Paper
Construction of optimal quantizers for Gaussian measures on Banach spaces	2017-03-24	Paper
Optimal Delaunay and Voronoi quantization schemes for pricing American style options Springer Proceedings in Mathematics	2012-09-28	Paper
Intrinsic stationarity for vector quantization: foundation of dual quantization SIAM Journal on Numerical Analysis	2012-08-23	Paper
How to speed up the quantization tree algorithm with an application to swing options Quantitative Finance	2011-04-29	Paper
Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces ESAIM: Probability and Statistics	2011-03-31	Paper
Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces ESAIM: Probability and Statistics	2011-03-31	Paper
Dual Quantization for random walks with application to credit derivatives	2009-10-29	Paper

Research outcomes over time

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