Pages that link to "Item:Q665717"
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The following pages link to A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717):
Displaying 3 items.
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- A deep learning method for pricing high-dimensional American-style options via state-space partition (Q6543764) (← links)
