4. Mathematics
  5. Probability

Benedikt Wilbertz

Mathematics – Probability

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PMA
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Asymptotically optimal quantization schemes for Gaussian processes

Mathematics – Probability
Scientific paper

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Dual Quantization for random walks with application to credit derivatives

Economy – Quantitative Finance – Computational Finance
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GPGPUs in computational finance: Massive parallel computing for American style options

Economy – Quantitative Finance – Computational Finance
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Intrinsic stationarity for vector quantization: Foundation of dual quantization

Mathematics – Probability
Scientific paper

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Sharp rate for the dual quantization problem

Mathematics – Probability
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