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

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Revision as of 20:37, 19 March 2024

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Multi-asset American options and parallel quantization
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    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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