Benedikt Wilbertz

Available identifiers

zbMath Open wilbertz.benediktMaRDI QIDQ2903011

List of research outcomes

Publication	Date of Publication	Type
Sharp rate for the dual quantization problem	2020-10-20	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	2012-09-28	Paper
Intrinsic stationarity for vector quantization: foundation of dual quantization	2012-08-23	Paper
How to speed up the quantization tree algorithm with an application to swing options	2011-04-29	Paper
Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces	2011-03-31	Paper
Dual Quantization for random walks with application to credit derivatives	2009-10-29	Paper

Research outcomes over time

This page was built for person: Benedikt Wilbertz