Benedikt Wilbertz - Dokumente zum Namen

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Intrinsic stationarity for vector quantization: Foundation of dual...

www.scienceopen.com

We develop a new approach to vector quantization, which guarantees an intrinsic stationarity property that also holds, in contrast to regular quantization,...

Intrinsic stationarity for vector quantization: Foundation of dual ...arxiv.org › math

arxiv.org

From: Benedikt Wilbertz [view email] [via CCSD proxy] [v1] Fri, 22 Oct :55:14 UTC (658 KB) [v2] Tue, 27 Mar :23:35 UTC (761 KB). Full-text links: ... Missing: Nausner ‎Nausner"

10th Winter school on Mathematical Finance, abstracts

staff.fnwi.uva.nl

This presentation is based on a several joint works with Benedikt Wilbertz. References [1] S. Graf , H. Luschgy, Foundations of Quantization for Probability ...

[ ] GPGPUs in com…tional finance: Massive parallel...

arxiv.org

Title: GPGPUs in com…tional finance: Massive parallel com…ng for American style options. Authors: Gilles Pagès (PMA), Benedikt Wilbertz (PMA). (Submitted on 17 Jan 2011). Abstract: The pricing of American style and multiple exercise options is a very challenging problem in mathematical finance. One usually ...

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Dokumente zum Namen Benedikt Wilbertz

Intrinsic stationarity for vector quantization: Foundation of dual...

Intrinsic stationarity for vector quantization: Foundation of dual ...arxiv.org › math

10th Winter school on Mathematical Finance, abstracts

[ ] GPGPUs in com…tional finance: Massive parallel...

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[ ] Sharp rate for the dual quantization problem

GPGPUs in com…tional finance: Massive parallel HAL