Multi-asset American options and parallel quantization (Q370907): Difference between revisions

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+A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
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+A stochastic quantization method for nonlinear problems
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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+Optimal Quantization for the Pricing of Swing Options
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Q4271995
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+LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
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+Exponential rate of convergence for Lloyd's method I
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+Asymptotic quantization error of continuous signals and the quantization dimension
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+A space quantization method for numerical integration
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+Optimal quadratic quantization for numerics: the Gaussian case
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+Parabolic ADI Methods for Pricing American Options on Two Stocks
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@@ Property / DOI @@
+.1007/S11009-011-9265-4
@@ Property / DOI: 10.1007/S11009-011-9265-4 / rank @@
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+Publication:370907