4. Mathematics
  5. Probability

Abass Sagna

Mathematics – Probability

Scientist

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Scientist

LPMA
LAP

An application to credit risk of a hybrid Monte Carlo-Optimal quantization method

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers

Mathematics – Probability
Scientific paper

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Pricing of barrier options by marginal functional quantization

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Quantization based recursive Importance Sampling

Mathematics – Probability
Scientific paper

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Universal L^s -rate-optimality of L^r-optimal quantizers by dilatation and contraction

Mathematics – Probability
Scientific paper

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Profile ID: LFWR-SCP-P-145924

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