| Title | Pricing path-dependent options using optimized functional quantization |
| Publication Type | Miscellaneous |
| Year of Publication | 2006 |
| Authors | Gilles Pagès, and Jacques Printems |
| Keywords | Asian option, Brownian motion, functional quantization, Gaussian process, Heston model, numerical integration, optimal quantization |
| Attachment | Size |
|---|---|
| Pricing Path Dependent Option Using Functional Quantization.pdf | 762.71 KB |
