Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

scientific article; zbMATH DE number 1069621

From MaRDI portal
Publication:4356583
Jump to:navigation, search

zbMath0898.90028MaRDI QIDQ4356583

Farid AitSahlia, Peter Carr

Publication date: 1 November 1998


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

approximation schemesAmerican optioncomparative experimentsbenchmark comparisons


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (10)

An improved method for pricing and hedging long dated American options ⋮ The Parareal Algorithm for American Options ⋮ The parareal algorithm for American options ⋮ A moving boundary approach to American option pricing ⋮ Valuing American options by simulation: a BSDEs approach ⋮ Using spectral element method to solve variational inequalities with applications in finance ⋮ A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING ⋮ Analytical approximations for the critical stock prices of American options: a performance comparison ⋮ An improved Barone-Adesi Whaley formula for turbulent markets ⋮ Solving high-dimensional optimal stopping problems using deep learning




This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4356583&oldid=18338590"
Category:
  • Pages with script errors
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 6 February 2024, at 23:57.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki