Pages that link to "Item:Q622185"
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The following pages link to Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185):
Displaying 5 items.
- Further properties of random orthogonal matrix simulation (Q1942732) (← links)
- Parallel option price valuations with the explicit finite difference method (Q2268757) (← links)
- On the primal-dual algorithm for callable bermudan options (Q2393163) (← links)
- Simulation of Multi-Option Pricing on Distributed Computing (Q2964658) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)