Pages that link to "Item:Q3631198"

The following pages link to Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (Q3631198):

Displayed 13 items.

• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) ‎ (← links)
• Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) ‎ (← links)
• The local quantization behavior of absolutely continuous probabilities (Q439886) ‎ (← links)
• A versatile technique for the optimal approximation of random processes by functional quantization (Q1732258) ‎ (← links)
• Greedy vector quantization (Q1791088) ‎ (← links)
• How complex is a random picture? (Q2001211) ‎ (← links)
• On conditional cuts for stochastic dual dynamic programming (Q2195564) ‎ (← links)
• Data-driven stochastic inversion via functional quantization (Q2302505) ‎ (← links)
• A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) ‎ (← links)
• Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension (Q2820188) ‎ (← links)
• Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) ‎ (← links)
• How to speed up the quantization tree algorithm with an application to swing options (Q2994841) ‎ (← links)
• Introduction to vector quantization and its applications for numerics (Q5744911) ‎ (← links)