Pages that link to "Item:Q5406881"
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The following pages link to Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes (Q5406881):
Displaying 4 items.
- Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079) (← links)
- The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)