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By Martin Avery Snyder

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Extra info for Chebyshev Methods in Numerical Approximation

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7 Conclusions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 Acknowledgment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 Abstract: We investigate a new method for pricing high-dimensional American options. The method is of finite difference type, in that we obtain solutions on a constant grid of representative states through time.

7 Conclusions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 Acknowledgment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 Abstract: We investigate a new method for pricing high-dimensional American options. The method is of finite difference type, in that we obtain solutions on a constant grid of representative states through time.

6 Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Geometric Average Options . . . . . . . . . . . . . . . . . . 2 Benchmarks . . . . . . . . . . . . . . . . . . . . . . . . . . 3 Experimental Details . . . . . . . . . . . . . . . . . . . . . . 4 Experimental Results. . . . . . . . . . . . . . . . . . . . . . 5 Error Behavior . . . . . . . . . .

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