Reference health
Kooderive: Multi-Core Graphics Cards, the Libor Market Model, Least-Squares Monte Carlo and the Pricing of Cancellable Swaps
20/20 checkable references clean · checked 2026-08-23
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 20 checked references that resolve
resolves10.1016/j.jedc.2010.10.001
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
resolves10.2139/ssrn.1214042
Multi-Factor Cross Currency Libor Market Models: Implementation, Calibration and Examples
resolves10.1016/j.jedc.2013.03.004
Practical policy iteration: Generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
resolves10.1080/14697680701763086
Improved lower and upper bound algorithms for pricing American options by simulation
resolves10.1016/s0167-6687(96)00004-2
Valuation of the early-exercise price for options using simulations and nonparametric regression
resolves10.1109/whpcf.2010.5671831
Pricing multi-asset American options on Graphics Processing Units using a PDE approach
resolves10.1017/s1743921314006772
Time Resolved Photometric and Spectroscopic Analysis of Chemically Peculiar Stars
The 12 references without a DOI — listed, not checked
no DOI — not checkedref1
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no DOI — not checkedref11
no DOI — not checkedref15
no DOI — not checkedref17
no DOI — not checkedGetting the drift
no DOI — not checkedref19
no DOI — not checkedref21
no DOI — not checkedref23
no DOI — not checkedref25
no DOI — not checkedDifferential equations for monte carlo recycling and a gpu-optimized normal quantile
no DOI — not checkedref32
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