The parareal algorithm for American options (Q338075)

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scientific article
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The parareal algorithm for American options
scientific article

    Statements

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

    Mathematics Subject Classification ID
    91G60
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    65C05
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    65Y05
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    91G20
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    zbMATH DE Number
    6647545
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