The parareal algorithm for American options (Q4553797)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The parareal algorithm for American options |
scientific article; zbMATH DE number 6969768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The parareal algorithm for American options |
scientific article; zbMATH DE number 6969768 |
Statements
The Parareal Algorithm for American Options (English)
0 references
31 October 2018
0 references
financial securities
0 references
risk assessment
0 references
American options
0 references
LSMC
0 references
parareal
0 references
0 references
0.968660295009613
0 references
0.8217222094535828
0 references
0.813277006149292
0 references
