Multi-asset American options and parallel quantization (Q370907)

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Multi-asset American options and parallel quantization
scientific article

    Statements

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

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65C50
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    65Y05
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    zbMATH DE Number
    6209861
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    OpenAlex ID
    W2077333964
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