A memory reduction method in pricing American options (Q4673970)
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scientific article; zbMATH DE number 2166714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A memory reduction method in pricing American options |
scientific article; zbMATH DE number 2166714 |
Statements
A memory reduction method in pricing American options (English)
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9 May 2005
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Option pricing
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Monte Carlo method
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Random number generator
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