Location of Repository

How to speed up the quantization tree algorithm with an application to swing options

By A.L. Bronstein, G. Pagès and B. Wilbertz

Abstract

International audienc

Topics: [ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]
Publisher: Taylor & Francis (Routledge)
Year: 2010
OAI identifier: oai:HAL:hal-00610167v1
Provided by: Hal-Diderot
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • https://hal.archives-ouvertes.... (external link)
  • https://hal.archives-ouvertes.... (external link)
  • https://hal.archives-ouvertes.... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.