Pages that link to "Item:Q2252387"

The following pages link to The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387):

Displaying 3 items.

• Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079) (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
• Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)