The parareal algorithm for American options (Q338075)

From MaRDI portal
Revision as of 02:39, 30 January 2024 by Import240129110155 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
The parareal algorithm for American options
scientific article

    Statements

    title
    The parareal algorithm for American options (English)
    0 references
    author
    Gilles Pagès
    0 references
    Olivier Pironneau
    0 references
    Guillaume Sall
    0 references
    publication date
    3 November 2016
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    65C05
    0 references
    65Y05
    0 references
    91G20
    0 references
    zbMATH DE Number
    6647545
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q338075&oldid=12215320"
    Powered by MediaWiki