A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394)
From MaRDI portal
scientific article; zbMATH DE number 7035527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Approach for American Option Pricing: The Dynamic Chebyshev Method |
scientific article; zbMATH DE number 7035527 |
Statements
A New Approach for American Option Pricing: The Dynamic Chebyshev Method (English)
0 references
13 March 2019
0 references
American option pricing
0 references
complexity reduction
0 references
dynamic programming
0 references
polynomial interpolation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
