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Publications
Filters: Keyword is option pricing  [Clear All Filters]
 
Functional quantization based stratified sampling methods,  
, 2010.
 Abstract
 Download: functional_stratif.pdf (665.41 KB)
 
"Optimal quantization for Finance: from random vectors to stochastic processes",  
Handbook of Numerical Analysis, vol. 15, 2008.
 Abstract
 Download: Handbook_2008_Quantization_in_finance.pdf (478.77 KB)
 
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