Résumé : Optimal Quantification Algorithms Numerical probability in finance Vector quantizati...

Présentation : Numerical probability in finance Vector quantization has been initially developed in the early 50's. The aim was to optimize the transmission of stationary signals. In this context, quantization was a process of signal discretization. A large part of this work has been done in Bell laboratories. Having long been confined to signal processing, optimal quantization rose in the mid-1990s the interest of several research teams in probability in France (LPMA-UMR 7599 Univ. Paris 6 & 7, LAMA-UMR 8050 Univ. MLV - Paris 12) and in Germany (Faculty IV-Mathematik Univ. Trier, Institut für Mathematik Technische Univ. Berlin, Fakultät für Informatik und Mathematik. Passau).



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