Abass Sagna

Available identifiers

Publication	Date of Publication	Type
Weak and strong error analysis of recursive quantization: a general approach with an application to jump diffusions	2022-05-17	Paper
Product Markovian quantization of a diffusion process with applications to finance	2020-05-04	Paper
Recursive marginal quantization of the Euler scheme of a diffusion process	2018-09-18	Paper
A general weak and strong error analysis of the recursive quantization with an application to jump diffusions	2018-08-29	Paper
Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering	2018-02-13	Paper
Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method	2015-07-29	Paper
Quantization based recursive importance sampling	2013-01-24	Paper
Pricing of barrier options by marginal functional quantization	2012-04-18	Paper
Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers	2012-03-29	Paper
UniversalL^s-rate-optimality ofL^r-optimal quantizers by dilatation and contraction	2010-01-21	Paper
An application to credit risk of a hybrid Monte Carlo-Optimal quantization method	2009-07-03	Paper

This page was built for person: Abass Sagna