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An Irregular Grid Approach for Pricing High-Dimensional American Options

open access: yes
We propose and test a new method for pricing American options in a high-dimensional setting.The method is centred around the approximation of the associated complementarity problem on an irregular grid.We approximate the partial differential operator on ...
Berridge, S.J., Schumacher, J.M.
core  

Ninja optimization algorithm based ultra wideband antenna electromagnetic band gap modeling via a generative adversarial network. [PDF]

open access: yesSci Rep
Alhussan AA   +9 more
europepmc   +1 more source

Phragmén's voting methods and justified representation. [PDF]

open access: yesMath Program
Brill M, Freeman R, Janson S, Lackner M.
europepmc   +1 more source

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