Pages that link to "Item:Q370907"
From MaRDI portal
The following pages link to Multi-asset American options and parallel quantization (Q370907):
Displaying 7 items.
- The parareal algorithm for American options (Q338075) (← links)
- Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Neural network regression for Bermudan option pricing (Q2239248) (← links)
- Parallel option price valuations with the explicit finite difference method (Q2268757) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)