Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes (Q5406881)
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scientific article; zbMATH DE number 6279649
Language | Label | Description | Also known as |
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English | Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes |
scientific article; zbMATH DE number 6279649 |
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Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes (English)
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4 April 2014
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American options
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Monte Carlo simulation
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memory reduction
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exponential Lévy processes
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