Open AccessComputation of conditional expectation related to pricing American options with localization function under multidimensional J-process
Author(s) -
Mohamed Kharrat,
Bader Alruwaili
Publication year - 2022
Publication title -
scienceasia
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.186
H-Index - 30
ISSN - 1513-1874
DOI - 10.2306/scienceasia1513-1874.2022.109
Subject(s) - computation , process (computing) , function (biology) , computer science , econometrics , conditional expectation , mathematics , mathematical optimization , algorithm , biology , evolutionary biology , operating system