Publications

Export 3 results:
Sort by: [ Author  (Desc)] Title Type Year
Filters: Keyword is stochastic volatility  [Clear All Filters]
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z   [Show ALL]
S
Afef Sellami, "Comparative survey on nonlinear filtering methods: the quantization and the particle filtering approaches", Journal of Statistical Computation and Simulation, vol. 78, issue 2, pp. 93-113, 2008. Abstract
P
Gilles Pagès, and Jacques Printems, "Functional quantization for numerics with an application to option pricing", Monte Carlo Methods and Appl., vol. 11, no. 11, pp. 407-446, 2005. Abstract  Download: Functional Quantization Num.pdf (531.76 KB)