Parallel-in-Time Iterative Methods for Pricing American Options.
Xian-Ming GuJun LiuCornelis W. OosterleePublished in: CoRR (2024)
Keyphrases
- iterative methods
- option pricing
- black scholes model
- constrained optimization
- image reconstruction from projections
- conjugate gradient method
- computationally expensive
- tomographic image reconstruction
- parallel processing
- iterative algorithms
- shared memory
- double exponential
- united states
- dynamic pricing
- real time
- image segmentation
- artificial intelligence