"Parallel-in-Time Iterative Methods for Pricing American Options."

Xian-Ming Gu, Jun Liu, Cornelis W. Oosterlee (2024)

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DOI: 10.48550/ARXIV.2405.08280

access: open

type: Informal or Other Publication

metadata version: 2024-06-15

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  - journals/corr/abs-2405-08280
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  - https://dblp.org/rec/journals/corr/abs-2405-08280
Xian-Ming Gu, Jun Liu, Cornelis W. Oosterlee:
Parallel-in-Time Iterative Methods for Pricing American Options. CoRR abs/2405.08280 (2024)

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