Quadratic optimal functional quantization of stochastic processes and numerical applications

Monte Carlo and Quasi-Monte Carlo Methods 2006

Volumn , Issue , 2008, Pages 101-142

  Pag̀es, Gilles ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

QUADRATIC PROGRAMMING; RANDOM PROCESSES; STOCHASTIC SYSTEMS;

CODEBOOKS; COMPUTATIONAL ASPECTS; EUROPEAN OPTION; HILBERT; NEAREST NEIGHBOUR; NUMERICAL APPLICATIONS; QUADRATIC-OPTIMAL;

MONTE CARLO METHODS;

EID: 84891594982     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-540-74496-2_6     Document Type: Conference Paper

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