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Robust product Markovian quantization - Journal of Computati
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
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Quantization ,
Option Pricing ,
Stochastic Volatility ,
Model Calibration ,
Original Research ,