Fast American Option Pricing using Nonlinear Stencils.

Zafar Ahmad Reilly Browne Rezaul Chowdhury Rathish Das Yushen Huang Yimin Zhu

Published in: PPoPP (2024)

Keyphrases

option pricing
stock price
black scholes
capital budgeting
decision analysis
black scholes model
decision making
real option
neural network
long term
fuzzy logic
decision makers
stock market