Pages that link to "Item:Q849756"

The following pages link to Pricing multi-asset American-style options by memory reduction Monte Carlo methods (Q849756):

Displaying 7 items.

• Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079) (← links)
• The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
• Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
• Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
• Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes (Q5406881) (← links)