Multi-asset American options and parallel quantization (Q370907): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C50 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65Y05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6209861 / rank | |||
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| Property / zbMATH Keywords | |||
American options | |||
| Property / zbMATH Keywords: American options / rank | |||
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optimal quantization | |||
| Property / zbMATH Keywords: optimal quantization / rank | |||
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parallel computing | |||
| Property / zbMATH Keywords: parallel computing / rank | |||
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Romberg extrapolation | |||
| Property / zbMATH Keywords: Romberg extrapolation / rank | |||
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Revision as of 09:23, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-asset American options and parallel quantization |
scientific article |
Statements
Multi-asset American options and parallel quantization (English)
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20 September 2013
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American options
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optimal quantization
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parallel computing
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Romberg extrapolation
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