Pages that link to "Item:Q952083"
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The following pages link to An irregular grid approach for pricing high-dimensional American options (Q952083):
Displaying 11 items.
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- (Q3515748) (← links)
- Pricing high-dimensional Bermudan options using the stochastic grid method (Q4903543) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Deep optimal stopping (Q5381128) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)
- A two-factor structural model for valuing corporate securities (Q6594918) (← links)
