How to speed up the quantization tree algorithm with an application to swing options (Q2994841): Difference between revisions
From MaRDI portal
Latest revision as of 00:41, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | How to speed up the quantization tree algorithm with an application to swing options |
scientific article |
Statements
How to speed up the quantization tree algorithm with an application to swing options (English)
0 references
29 April 2011
0 references
American options
0 references
applied mathematical finance
0 references
control and optimization
0 references
numerical methods for option pricing
0 references
0 references