David Farahany

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Significant Improvement

Computationally Expensive

Search Algorithm

Top Venues

SIAM J. Financial Math.

Publications

David Farahany, Kenneth R. Jackson, Sebastian Jaimungal
Mixing LSMC and PDE Methods to Price Bermudan Options. SIAM J. Financial Math. 11 (1) (2020)