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Aurzada, Frank
Azaïs, Romain
Bally, Vlad
Bardou, Olivier
Bouthemy, Sandrine
Bronstein, Anne Laure
Bucklew, James A
Callegaro, Giorgia
Corlay, Sylvain
Delarue, François
Delattre, Sylvain
Dereich, Steffen
Dufour, François
Fehringer, F
Fort, Jean-Claude
Frikha, Noufel
Gégout-Petit, Anne
Gersho, Allen
Gobet, Emmanuel
Gonzalez, Karen
Graf, Siegfried
Gray, Robert M
Hamida, Sana Ben
Heston, Steven L
Junglen, Stefan
Lejay, Antoine
Lloyd, Stuart P
Luschgy, Harald
Matoussi, A
Menozzi, Stéphane
Mrad, Moez
Pagès, Gilles
Patra, Benoît
Pham, Huyên
Printems, Jacques
Reutenauer, Victor
Runggaldier, Wolfgang
Sagna, Abass
Saporta, Benoîte
Saracco, Jérôme
Scheutzow, M
Scheutzow, Michael
Sellami, Afef
Tarpey, Thaddeus
Vormoor, Christian
Wilbertz, Benedikt
Wise, Gary L
Zador, Paul L
Journal Article
Thesis
Miscellaneous
Conference Paper
Book
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1998
1997
1993
1992
1982
algorithm
algorithme de Lloyd
American exchange options
American option
American option pricing
approximation
approximation order
Asian option
asymptotic quantization error
asymptotics
asynchronous
Backward Dynamic programming
Banach space
barrier options
Brownian bridge
Brownian diffusions
Brownian motion
Cantor distribution
clustering
competitive algorithms
complexity
compound Poisson process
computational finance
convergence
credit risk
CVaR
data compression
Delaunay triangulation
dilatation
discrete approximation
discrete time
distributed
distributed consensus
dual quantization
dynamic programming
empirical measure
empirical measure theorem
empirical measures
entropy
entropy coding
error bounds
error estimation
Euler scheme
Filtering
filtration enlargement
finance
fractal geometry
fractional Brownian motion
free boundary
functional quantization
Gaussian measures
Gaussian process
Gaussian semi-martingale
Gaussian semimartingale
Girsanov theorem
grid pattern
Heston model
High resolution quantization
High-rate vector quantization
High-resolution quantization
Hölder semi-norm
importance sampling
infinite dimension filter
information theory
information-theory
integral equation
isoperimetric inequality.
Itô map
jump process
k-means
Kalman filter
Karhunen-Loève
Karhunen-Loève basis
Karhunen-Loève expansion
Ky Fan metric
Lamperti transform; Girsanov theorem
learning algorithms
Lévy process
linear approximation
linear model
Lloyd algorithm
local distortion
local volatility model
lookback options
Malliavin calculus
Malliavin calculus.
Markov chain
maximal radius
McKean-Vlasov equations
mean-variance hedging
metric entropy
Monte Carlo
Monte Carlo method
Monte-Carlo method
Monte-Carlo simulation
Monte-Carlo simulations
multidimensional quantization
nldr
non linear approximation
non linear filtering
nonlinear filter
Nonlinear filtering
nonlinear filtering
norm-difference distortion
numerical analysis
numerical approximation
numerical examples
numerical integration
numerical method
numerical methods
Numerical Probability
Nyström method
offline preprocessing
optimal quantization
optimal quantizer
optimal quantizers
Optimal Stopping
optimal vector quantization
optimization method
option pricing
options à barrières
options type
Ornstein-Uhlenbeck
p-variation
partial information
partial observation
particle filtering
particle method
piecewise deterministic Markov processes
Pierce’s lemma
Point density measure
principal component analysis
probability
probability distributions
product quantization
product quantizer
product quantizers
Prokhorov metric
quantification
quantitative finance
quantization
quantization dimension
quantization of probability distribution
Quantization of random variables
quantization schemes
quantization tree
random quantization
rate
rate-distortion
rate-optimal
rate-optimal quantizers
rayon maximal
reduction dimension
Reflected Backward Stochastic Differential Equation
regular Brownian bridge method
Riemann-Liouville process
risk management
Robbins-Monro algorithm
Romberg extrapolation
rough path theory
scalability
SDE
self similarity
semiparametric regression model
series expansion
Shannon entropy
Shannon–Kolmogorov entropy
sliced inverse regression (SIR)
small ball probabilites for random centers
small ball probability
Snell envelope
source-coding
Stationarity
stationary processes
stationary quantizer
stationary quantizers
stationary signal
stochastic approximation
Stochastic control
stochastic differential equations
stochastic gradient descent
stochastic gradient methods
stochastic method
stochastic model
stochastic optimization
Stochastic partial differential equations
stochastic processes
stochastic volatility
stratification
Stratonovich stochastic integral
structural approach
survival probabilities
Swing options
taux optimal
VaR
Variance reduction
VarianceReductionReutenauer
vector quantization
vector-quantization
Voronoi diagram
Voronoi tessellation
weak convergence
Zador’s theorem
{E}uler scheme
{H}igh-rate vector quantization
{M}alliavin calculus.
{M}c{K}ean-{V}lasov equations
{N}onlinear filtering
{S}tochastic partial differential equations
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