Product Markovian Quantization of a Diffusion Process with Applications to Finance
Crossref DOI link: https://doi.org/10.1007/s11009-018-9652-1
Published Online: 2018-08-18
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fiorin, Lucio http://orcid.org/0000-0002-0350-9473
Pagès, Gilles
Sagna, Abass
Funding for this research was provided by:
Chaire “Markets in Transition”
Fondazione Aldo Gini
Chaire “Risques financiers”
Text and Data Mining valid from 2018-08-18
Article History
Received: 8 August 2017
Revised: 7 June 2018
Accepted: 29 June 2018
First Online: 18 August 2018