activity
20072025
most citedAsymptotics of the maximal radius of an -optimal sequence of quantizers

10 citations · 15 across the 10 of their papers we have counts for

collaborators
Showing 2010Show all

1 paper · 1 filter

q-fin.PR2010

Pricing of barrier options by marginal functional quantization

Abass Sagna

This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces a…