"Fast American Option Pricing using Nonlinear Stencils."

Zafar Ahmad et al. (2024)

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DOI: 10.1145/3627535.3638506

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type: Conference or Workshop Paper

metadata version: 2024-04-01

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Zafar Ahmad, Reilly Browne, Rezaul Chowdhury, Rathish Das, Yushen Huang, Yimin Zhu:
Fast American Option Pricing using Nonlinear Stencils. PPoPP 2024: 316-332

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