Dynamic programming for designing and valuing two-dimensional financial derivatives
Year of publication: |
2024
|
---|---|
Authors: | Ben-Abdellatif, Malek ; Ben-Ameur, Hatem ; Chérif, Rim ; Rémillard, Bruno |
Subject: | dynamic programming | finite elements | parallel computing | two-dimensional Americanoptions | exchangeable bonds | Dynamische Optimierung | Dynamic programming | Derivat | Derivative | Mathematische Optimierung | Mathematical programming | Optionspreistheorie | Option pricing theory |
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