A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394)
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scientific article; zbMATH DE number 7035527
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A New Approach for American Option Pricing: The Dynamic Chebyshev Method |
scientific article; zbMATH DE number 7035527 |
Statements
A New Approach for American Option Pricing: The Dynamic Chebyshev Method (English)
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13 March 2019
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American option pricing
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complexity reduction
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dynamic programming
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polynomial interpolation
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0.9111726
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0.8947141
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0.8843647
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0.8825214
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0.8784468
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0.87718284
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