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Partial functional quantization and generalized bridges,
, 2011.
Abstract
Download: partial quantization.pdf (392.92 KB)
"The point density measure in the quantization of self-similar probabilities",
Math. Proc. Cambridge Phil. Soc. , vol. 138, pp. 513-531, 2005.
"Pricing path-dependent options using optimized functional quantization",
Numerical Methods in Finance, 2006.
Download: Pricing Path Dependent Option Using Functional Quantization.pdf (762.71 KB)