Parallel-in-Time Iterative Methods for Pricing American Options

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gu, Xian-Ming, Liu, Jun, Oosterlee, Cornelis W.
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis 65M06, 65F08
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.08280