Pages that link to "Item:Q2252387"
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The following pages link to The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387):
Displaying 6 items.
- Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079) (← links)
- Pricing multi-asset American-style options by memory reduction Monte Carlo methods (Q849756) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)