Optimal quantization for finance : from random vectors to stochastic processes
Year of publication: |
2009
|
---|---|
Authors: | Pagès, Gilles ; Printems, Jacques |
Published in: |
Mathematical modeling and numerical methods in finance : special volume. - Amsterdam [u.a.] : Elsevier, North-Holland, ISBN 978-0-444-51879-8. - 2009, p. 595-648
|
Subject: | Stochastischer Prozess | Stochastic process | Lineare Algebra | Linear algebra |
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