Pages that link to "Item:Q1993545"
From MaRDI portal
The following pages link to A two-grid penalty method for American options (Q1993545):
Displaying 4 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
- On some generalized American style derivatives (Q6537148) (← links)
- A deep learning method for pricing high-dimensional American-style options via state-space partition (Q6543764) (← links)
