THIS THESIS IS DOVOTED TO OPTIMAL QUANTIZATION WITH SOME APPLICATIONS TO MATHEMATICAL FINANCE. CHAP.1 REMINDS THE BASES OF OPTIMAL QUANTIZATION AND NUMERICAL SEARCH OF OPTIMAL QUANTIZERS. IN CHAP.2 WE STUDY THE ASYMPTOTICS, IN L^S, OF THE QUANTIZATION ERROR ASSOCIATED TO A LINEAR TRANSFORM OF AN L^R OPTIMAL SEQUENCE OF QUANTIZERS. WE SHOW THAT SUCH A TRANSFORMATION ALLOWS TO MAKE THE TRANSFORMED SEQUENCE L^S RATE OPTIMAL FOR EVERY S>0, FOR A LARGE FAMILY OF PROBABILITIES. CHAP.3 DEALS WITH THE ASYMPTOTICS OF THE MAXIMAL RADIUS SEQUENCE ASSOCIATED TO AN L^R OPTIMAL SEQUENCE OF QUANTIZERS. WE SHOW THAT AS SOON AS SUPP(P) IS UNBOUNDED, THE MAXIMAL RADIUS CONVERGE TO INFINITY. WE THEN GIVE THE RATE OF CONVERGENCE FOR A LARGE FAMILY OF PROBABILI...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
Widely studied in N or Z, we are interested in additive bases in infinite abelian groups. We get som...
Cette thèse porte sur l'optimisation des portefeuilles d'actifs soumis au risque de défaut. La crise...
This PhD dissertation consists of three independent parts and deals with applications of stochastic ...
This thesis contains three parts that can be read independently. In the first part, we study the res...
The main objective of this PhD thesis is to study some financial mathematics problems in an incomple...
Jury: Joseph ABDOU, Bernard DE MEYER, Elyès JOUINI, Jean-François MERTENS, Sylvain SORIN (Rapporteur...
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which ess...
The main objective of this PhD thesis is to study some financial mathematics problems in an incomple...
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which ess...
This thesis consists of two main parts. In the first part, Chapter 3 is devoted to the investigation...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
In this thesis, we are interested in collective decision-making. The objective is to find a tradeoff...
Widely studied in N or Z, we are interested in additive bases in infinite abelian groups. We get som...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
Widely studied in N or Z, we are interested in additive bases in infinite abelian groups. We get som...
Cette thèse porte sur l'optimisation des portefeuilles d'actifs soumis au risque de défaut. La crise...
This PhD dissertation consists of three independent parts and deals with applications of stochastic ...
This thesis contains three parts that can be read independently. In the first part, we study the res...
The main objective of this PhD thesis is to study some financial mathematics problems in an incomple...
Jury: Joseph ABDOU, Bernard DE MEYER, Elyès JOUINI, Jean-François MERTENS, Sylvain SORIN (Rapporteur...
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which ess...
The main objective of this PhD thesis is to study some financial mathematics problems in an incomple...
We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which ess...
This thesis consists of two main parts. In the first part, Chapter 3 is devoted to the investigation...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
In this thesis, we are interested in collective decision-making. The objective is to find a tradeoff...
Widely studied in N or Z, we are interested in additive bases in infinite abelian groups. We get som...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
We show that the inconsistency result is based on an unrealistic assumption that an expropriation of...
Widely studied in N or Z, we are interested in additive bases in infinite abelian groups. We get som...