Markovian and product quantization of an R^d-valued Euler scheme of a diffusion process with applications to finance
1 : Université d'Evry-Val-d'Essonne
Université d'Evry-Val-d'Essonne, Université d'Évry Val d'Essonne
Markovian and product quantization of an R^d-valued Euler scheme of a diffusion process with applications to finance
- Presentation
