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Found 19 Documents (Results 1–19)

Analysis of sparse grid multilevel estimators for multi-dimensional Zakai equations. (English) Zbl 1497.65017

Bungartz, Hans-Joachim (ed.) et al., Sparse grids and applications – Munich 2018. Selected papers based on the presentations at the fifth workshop, SGA2018, Munich, Germany, July 23–27, 2018. Cham: Springer. Lect. Notes Comput. Sci. Eng. 144, 205-228 (2021).
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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).
MSC:  91G60 91G20 65C50 62L15 60F25 65D32
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