The Parareal Algorithm for American Options (Q4553797)
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scientific article; zbMATH DE number 6969768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Parareal Algorithm for American Options |
scientific article; zbMATH DE number 6969768 |
Statements
The Parareal Algorithm for American Options (English)
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31 October 2018
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financial securities
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risk assessment
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American options
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LSMC
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parareal
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