Pages that link to "Item:Q2804499"
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The following pages link to GPU acceleration of the stochastic grid bundling method for early-exercise options (Q2804499):
Displayed 6 items.
- An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA (Q1980957) (← links)
- Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Calculation of Exposure Profiles and Sensitivities of Options under the Heston and the Heston Hull-White Models (Q4604870) (← links)
- Modern Monte Carlo Methods and GPU Computing (Q4626521) (← links)
- Stochastic grid bundling method for backward stochastic differential equations (Q5031712) (← links)
