Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process

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Submitted on : Monday, January 25, 2016 - 10:48:15 AM
Last modification on : Friday, January 4, 2019 - 5:32:34 PM

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  • HAL Id : hal-01261313, version 1

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G. Pagès, A. Sagna. Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process. Applied Mathematical Finance, Taylor & Francis (Routledge): SSH Titles, 2015, 22 (5), pp.463-498. ⟨hal-01261313⟩

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