"Asynchronous grid computation for American options derivatives."

Ming Chau et al. (2013)

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DOI: 10.1016/J.ADVENGSOFT.2012.06.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Ming Chau, Raphaël Couturier, Jacques M. Bahi, Pierre Spitéri:
Asynchronous grid computation for American options derivatives. Adv. Eng. Softw. 60: 136-144 (2013)

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