Home

Publications

Export 7 results:
Sort by: Author Title [ Type (Asc)] Year
Filters: Author is Benedikt Wilbertz  [Clear All Filters]
Journal Article
Harald Luschgy, Gilles Pagès, and Benedikt Wilbertz, "Asymptotically optimal quantization schemes for Gaussian processes", ESAIM: PS, vol. 14, pp. 93 - 116, 2010. Abstract
Gilles Pagès, and Benedikt Wilbertz, Dual Quantization for random walks with application to credit derivatives, , 2009. Abstract
Anne Laure Bronstein, Gilles Pagès, and Benedikt Wilbertz, How to speed up the quantization tree algorithm with an application to swing options, , 2008. Abstract
Gilles Pagès, and Benedikt Wilbertz, Intrinsic stationarity for vector quantization: Foundation of dual quantization, , 2010. Abstract  Download: Foundation of dual quantization.pdf (962.7 KB)
Gilles Pagès, and Benedikt Wilbertz, Optimal Delaunay and Voronoi quantization schemes for pricing American style options., , 2011. Abstract
Gilles Pagès, and Benedikt Wilbertz, Sharp rate for the dual quantization problem, , 2010. Abstract
Thesis
Benedikt Wilbertz, "Construction of optimal quantizers for Gaussian measures on Banach spaces", Mathematik: Universität Trier, 2008. Abstract