Found 8 Documents (Results 1–8)
Convergence of Markovian stochastic approximation with discontinuous dynamics. (English) Zbl 1334.90090
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).
Concerning the differentiability of the energy function in vector quantization algorithms. (English) Zbl 1123.68107
SOM’s mathematics. (English) Zbl 1100.68091
MSC:
68T05
A space quantization method for numerical integration. (English) Zbl 0908.65012
Reviewer: D.Acu (Sibiu)
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