Multi-asset American options and parallel quantization (Q370907)

From MaRDI portal
Revision as of 01:06, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Multi-asset American options and parallel quantization
scientific article

    Statements

    title
    Multi-asset American options and parallel quantization (English)
    0 references
    author
    Anne Laure Bronstein
    0 references
    Gilles Pagès
    0 references
    Jacques Portès
    0 references
    publication date
    20 September 2013
    0 references
    zbMATH Keywords
    American options
    0 references
    optimal quantization
    0 references
    parallel computing
    0 references
    Romberg extrapolation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    91G20
    0 references
    65C50
    0 references
    65Y05
    0 references
    zbMATH DE Number
    6209861
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q370907&oldid=25545453"
    Powered by MediaWiki