Multi-asset American options and parallel quantization
type: Item
instance of: scholarly article
title: Multi-asset American options and parallel quantization
zbMATH Open document ID: 1273.91457
author: Anne Laure Bronstein
author: Gilles Pagès
author: Jacques Portès
published in: Methodology and Computing in Applied Probability
publication date: 2013-09-20T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 6209861
zbMATH Keywords: American options
zbMATH Keywords: optimal quantization
zbMATH Keywords: parallel computing
zbMATH Keywords: Romberg extrapolation
MaRDI profile type: Publication
full work available at URL: s11009-011-9265-4
OpenAlex ID: W2077333964
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DOI: 10.1007/S11009-011-9265-4
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description: scientific article; zbMATH DE number 6209861