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Functional Quantization, Vector Quantization, Stratification, Variance Reduction, Monte-Carlo Simulation, Karhunen-Loève Basis, Gaussian Process, Brownian Motion, Brownian Bridge, Ornstein-Uhlenbeck Process, Fractional Brownian Motion, Principal Component Analysis, Option Pricing
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2.
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Bally, Vlad Université de Marne-La-Vallée Pages, Gilles Université Paris VI Printems, J. Université Paris VII Denis Diderot
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14
(296,289)
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5
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