A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance by Xu Chen, Xin-Xin Gong, Youfa Sun, Siu-Long Lei

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A local radial basis function method for high-dimensional american option pricing problems by Rafael Company, Vera N. Egorova, Lucas Jodar, Fazlollah Soleymani

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On a Free Boundary Problem for American Options Under the Generalized Black–Scholes Model by Jung-Kyung Lee

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Distributed Least-Squares Monte Carlo for American Option Pricing by Lu Xiong, Jiyao Luo, Hanna Vise, Madison White

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Accelerated American option pricing with deep neural networks by David Anderson, Urban Ulrych

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The impact of negative interest rates on the pricing of options written on equity: a technical study for a suitable estimate of early termination by Anna Botasso, Lorenzo Bruno, Pier Giuseppe Giribone

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