has been cited by the following article(s):
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Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations*
Journal of Financial Econometrics,
2021
DOI:10.1093/jjfinec/nby024
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Euro-Par 2019: Parallel Processing Workshops
Lecture Notes in Computer Science,
2020
DOI:10.1007/978-3-030-48340-1_46
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[3]
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Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units
Quantitative Finance,
2020
DOI:10.1080/14697688.2020.1775283
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[4]
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Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations
SSRN Electronic Journal ,
2016
DOI:10.2139/ssrn.2867926
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