Pages that link to "Item:Q4409034"
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The following pages link to First-Order Schemes in the Numerical Quantization Method (Q4409034):
Displayed 11 items.
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
- Optimal quadratic quantization for numerics: the Gaussian case (Q4432548) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Distortion mismatch in the quantization of probability measures (Q5190279) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
- Average Competitive Learning Vector Quantization (Q5418873) (← links)
- Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches (Q5457927) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)