Robust product Markovian quantization - Journal of Computati

Robust product Markovian quantization - Journal of Computational Finance

In this paper the authors formulate the one-dimensional RMQ and d-dimensional PMQ algorithms as standard vector quantization problems by deriving the density,

Related Keywords

, Quantization , Option Pricing , Stochastic Volatility , Model Calibration , Original Research ,

© 2025 Vimarsana