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Nonassociative strict deformation quantization of C*-algebras and nonassociative torus bundles
Nonassociative strict deformation quantization nonassociative torus bundles T-duality
2011/1/20
In this paper, we initiate the study of nonassociative strict deformation quantization of C-algebras with a torus action. We shall also present a definition of nonassociative principal
torus bundles...
Pricing of barrier options by marginal functional quantization
barrier options marginal functional quantization
2011/3/2
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 an
algorithm simila...