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Jacques Printems · Study

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Jacques Printems

9 works· latest 2010· 4 institutionscluster: provisional

h-index9

i109

Citations836

Works here9

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Most cited in this library

A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS2005 · 192 citations
Optimal Quantization Methods and Applications to Numerical Problems in Finance2004 · 143 citations
Optimal quadratic quantization for numerics: the Gaussian case2003 · 141 citations
Functional quantization for numerics with an application to option pricing2005 · 90 citations
Absolute continuity for some one-dimensional processes2008 · 67 citations

Works

9 shown

Absolute continuity for some one-dimensional processes

Bernoulli·2010·2 authors·Open access

58citations

Absolute continuity for some one-dimensional processes

·2008·2 authors·preprint

67citations

Discretization and Simulation of the Zakai Equation

SIAM Journal on Numerical Analysis·2006·4 authors·Open access

49citations

A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS

Mathematical Finance·2005·3 authors

192citations

Functional quantization for numerics with an application to option pricing

Monte Carlo Methods and Applications·2005·2 authors

90citations

AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS

Stochastics and Dynamics·2004·3 authors

66citations

Optimal Quantization Methods and Applications to Numerical Problems in Finance

Birkhäuser Boston eBooks·2004·3 authors·chapter

143citations

Optimal quadratic quantization for numerics: the Gaussian case

Monte Carlo Methods and Applications·2003·2 authors

141citations

First-order schemes in the numerical quantization method

HAL·2003·3 authors

30citations