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2024-03-23T03:08:10Z
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Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations
10.1093/jjfinec/nby024
Scheidegger
S.
author
Treccani
A.
author
article
2021
Journal Of Financial Econometrics
1479-8409
1479-8417
journal
19
2
258-290
adaptive sparse grids, high dimensions, high-performance computing, option pricing
eng
60_published
peer-reviewed