Mar 4, 2023 · We present fast parallel discrete-time finite-difference algorithms for American call option pricing under the binomial and trinomial models and American put ...
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Feb 20, 2024 · We present fast parallel discrete-time finite-difference algorithms for American call option pricing under the binomial and trinomial models and American put ...
We have designed fast American option pricing algorithms under the binomial, trinomial, and the Black-Scholes-Merton models. We solve a type of nonlinear ...
We study the binomial, trinomial, and Black-Scholes-Merton models of option pricing. We present fast parallel discrete-time finite-difference algorithms for ...
Downloadable! We study the binomial, trinomial, and Black-Scholes-Merton models of option pricing. We present fast parallel discrete-time finite-difference ...
We have designed fast American option pricing algorithms under the binomial, trinomial, and the Black-Scholes-Merton models. We solve a type of nonlinear ...
Mar 4, 2023 · We study the binomial option pricing model and the Black-Scholes-Merton pricing model. In the binomial option pricing model, we concentrate ...
Mar 4, 2023 · We study the binomial option pricing model and the Black-Scholes-Merton pricing model. In the binomial option pricing model, we concentrate ...
The algorithm is based on a combination of the duality formulation of the optimal stopping problem for pricing discretely exercisable options and Monte-Carlo ...
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