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Code for Brennan-Schwartz LU Decomposition
Hello! I was reading this paper: Pricing American Options Using LU Decomposition. There was a section with pseudocode, but I'm s...
대략 6년 전 | 답변 수: 0 | 0
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Code for Hull-White LU Decomposition
Hello! I'm reading this paper: A direct LU solver for pricing American bond options under Hull–White model . I was wondering if ...
대략 6년 전 | 답변 수: 0 | 0
