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» Approximate Option Pricing

116

MCS
2010
Springer

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Pricing American options using a space-time adaptive finite difference method

15 years 1 months ago

Pricing American options using a space-time adaptive finite difference method

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Jonas Persson, Lina von Sydow

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81

TOMS
2010

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Cache-optimal algorithms for option pricing

15 years 1 months ago

Cache-optimal algorithms for option pricing

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John E. Savage, Mohammad Zubair

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83

IPPS
2010
IEEE

133views Distributed And Parallel Com...» more IPPS 2010»

A parallel Particle swarm optimization algorithm for option pricing

15 years 1 months ago

A parallel Particle swarm optimization algorithm for option pricing

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Hari Prasain, Girish K. Jha, Parimala Thulasiraman...

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94

FS
2011

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Dual pricing of multi-exercise options under volume constraints

14 years 10 months ago

Dual pricing of multi-exercise options under volume constraints

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Christian Bender

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90

Voted

HICSS
2002
IEEE

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Using Weather Derivatives to Improve the Efficiency of Forward Markets for Electricity

15 years 8 months ago

Using Weather Derivatives to Improve the Efficiency of Forward Markets for Electricity

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The analysis in this paper demonstrates that a combination of 1) a forward contact, with fixed price for both base land and peaking power, and 2) a collar option for the number of...

Timothy Mount

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