Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options

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Publication:2917431

DOI10.1007/978-3-642-25746-9_6zbMath1247.91199OpenAlexW71501308MaRDI QIDQ2917431

Gilles Pagès, Benedikt Wilbertz

Publication date: 28 September 2012

Published in: Springer Proceedings in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-25746-9_6




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