The parareal algorithm for American options (Q338075)
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scientific article; zbMATH DE number 6647545
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The parareal algorithm for American options |
scientific article; zbMATH DE number 6647545 |
Statements
The parareal algorithm for American options (English)
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3 November 2016
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0.968660295009613
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0.8151995539665222
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0.791295051574707
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0.7788394689559937
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