Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods

13 May 2008

Papers citing "Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods"

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Title
A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options C. Labart J. Lelong 84 8 0 23 Feb 2011