David Farahany

According to our database, David Farahany authored at least 1 paper in 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2020

Mixing LSMC and PDE Methods to Price Bermudan Options.

David Farahany, Kenneth R. Jackson, Sebastian Jaimungal

SIAM J. Financial Math., 2020