The parareal algorithm for American options (Q338075): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
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+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+Y05
@@ Property / Mathematics Subject Classification ID: 65Y05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
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@@ Property / zbMATH DE Number @@
+6647545
@@ Property / zbMATH DE Number: 6647545 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2016.09.010
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+W2400928471
@@ Property / OpenAlex ID: W2400928471 / rank @@
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@@ Property / cites work @@
+Computational Methods for Option Pricing
@@ Property / cites work: Computational Methods for Option Pricing / rank @@
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@@ Property / cites work @@
+Q4356583
@@ Property / cites work: Q4356583 / rank @@
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@@ Property / cites work @@
+Q4781666
@@ Property / cites work: Q4781666 / rank @@
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@@ Property / cites work @@
+A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
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@@ Property / cites work @@
+An analysis of a least squares regression method for American option pricing
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of the Parareal Time‐Parallel Time‐Integration Method
+Normal rank
@@ Property / cites work @@
+Large-Scale Scientific Computing
@@ Property / cites work: Large-Scale Scientific Computing / rank @@
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@@ Property / cites work @@
+Parallel solution of American option derivatives on GPU clusters
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@@ Property / cites work @@
+Résolution d'EDP par un schéma en temps «pararéel »
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@@ links / mardi / name / links / mardi / name @@
+Publication:338075