Found 8 Documents (Results 1–8)
Randomized urn models revisited using stochastic approximation. (English) Zbl 1429.62360
Ann. Appl. Probab. 23, No. 4, 1409-1436 (2013); addendum and corrigendum 27, No. 2, 1296-1298 (2017).
Optimal Delaunay and Voronoi quantization schemes for pricing American style options. (English) Zbl 1247.91199
Carmona, René A. (ed.) et al., Numerical methods in finance. Selected papers based on the presentations at the workshop, Bordeaux, France, June 2010. Berlin: Springer (ISBN 978-3-642-25745-2/hbk; 978-3-642-25746-9/ebook). Springer Proceedings in Mathematics 12, 171-213 (2012).
A space quantization method for numerical integration. (English) Zbl 0908.65012
Reviewer: D.Acu (Sibiu)
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