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2009
Frank Aurzada
,
Steffen Dereich
,
Michael Scheutzow
, and
Christian Vormoor
,
"
High resolution quantization and entropy coding of jump processes
",
Journal of Complexity
, vol. 25, pp. 163-187, 2009.
Abstract
BibTex
2008
Anne Laure Bronstein
,
Gilles Pagès
, and
Benedikt Wilbertz
,
How to speed up the quantization tree algorithm with an application to swing options
,
, 2008.
Abstract
BibTex