Pages that link to "Item:Q5700135"
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The following pages link to LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135):
Displaying 4 items.
- Multi-asset American options and parallel quantization (Q370907) (← links)
- Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Regression methods in pricing American and Bermudan options using consumption processes (Q3395739) (← links)
