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"Fast American Option Pricing using Nonlinear Stencils."
Zafar Ahmad et al. (2024)
- Zafar Ahmad
, Reilly Browne
, Rezaul Chowdhury
, Rathish Das
, Yushen Huang
, Yimin Zhu
:
Fast American Option Pricing using Nonlinear Stencils. PPoPP 2024: 316-332
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