Multi-asset American options and parallel quantization (Q370907)
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scientific article; zbMATH DE number 6209861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-asset American options and parallel quantization |
scientific article; zbMATH DE number 6209861 |
Statements
Multi-asset American options and parallel quantization (English)
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20 September 2013
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American options
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optimal quantization
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parallel computing
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Romberg extrapolation
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0.89271235
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0.88923717
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0.8840556
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0.88162565
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