Publications

Export 1 results:
Sort by: Author Title Type [ Year  (Desc)]
Filters: Keyword is SDE  [Clear All Filters]
2005
Gilles Pagès, and Jacques Printems, "Functional quantization for numerics with an application to option pricing", Monte Carlo Methods and Appl., vol. 11, no. 11, pp. 407-446, 2005. Abstract  Download: Functional Quantization Num.pdf (531.76 KB)