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Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization2022
Preprints, Working Papers, ...
hal-03890783v1
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New approach to greedy vector quantizationBernoulli, 2022, 28 (1), ⟨10.3150/21-BEJ1350⟩
Journal articles
hal-03918356v1
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Greedy quantization: new approach and applications to reflected backward SDEProbability [math.PR]. Sorbonne Université; Université Saint-Joseph de Beyrouth, 2020. English. ⟨NNT : ⟩
Theses
tel-03103986v1
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New approach to greedy vector quantization2020
Preprints, Working Papers, ...
hal-02529446v1
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