Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes (Q5406881)
From MaRDI portal
scientific article; zbMATH DE number 6279649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes |
scientific article; zbMATH DE number 6279649 |
Statements
Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes (English)
0 references
4 April 2014
0 references
American options
0 references
Monte Carlo simulation
0 references
memory reduction
0 references
exponential Lévy processes
0 references
