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  • strict warning: Non-static method view::load() should not be called statically in /home/sites/quant/modules/views/views.module on line 879.
  • strict warning: Declaration of views_handler_filter::options_validate() should be compatible with views_handler::options_validate($form, &$form_state) in /home/sites/quant/modules/views/handlers/views_handler_filter.inc on line 589.
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  • strict warning: Declaration of views_handler_filter_boolean_operator::value_validate() should be compatible with views_handler_filter::value_validate($form, &$form_state) in /home/sites/quant/modules/views/handlers/views_handler_filter_boolean_operator.inc on line 149.
  • strict warning: Declaration of views_plugin_row::options_validate() should be compatible with views_plugin::options_validate(&$form, &$form_state) in /home/sites/quant/modules/views/plugins/views_plugin_row.inc on line 135.
  • strict warning: Declaration of views_plugin_row::options_submit() should be compatible with views_plugin::options_submit(&$form, &$form_state) in /home/sites/quant/modules/views/plugins/views_plugin_row.inc on line 135.
  • strict warning: Non-static method view::load() should not be called statically in /home/sites/quant/modules/views/views.module on line 879.

Newscast

  • Asian options pricing with Ruby in the Heston model

    12/23/2010 - 12:31

    A new web page is available providing a ruby application demonstrating the functional quantization based algorithm for pricing Asian options in a stochastic volatility model.

    Pricing Asian options in the Heston model.

  • Gaussian database updated

    11/22/2010 - 09:12

    An updated database of optimal quadratic quantization grids is available for the one dimensional case.

    Optimal quantization grids of the standard multivariate Gaussian distribution.

    The new database provides quadratic optimal quantizers of the one dimensional standard Gaussian distribution of size between $ N=1 $ to $ N=5999 $ with $ 32 $ significant figures.