Pages that link to "Item:Q2268757"
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The following pages link to Parallel option price valuations with the explicit finite difference method (Q2268757):
Displaying 7 items.
- Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (Q1342435) (← links)
- Parallel implementation of a two-factor Cheyette-beta model calibration (Q1978671) (← links)
- An efficient parallel implementation of a lattice pricing model (Q2715558) (← links)
- Simulation of Multi-Option Pricing on Distributed Computing (Q2964658) (← links)
- Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences (Q5292052) (← links)
- On the acceleration of explicit finite difference methods for option pricing (Q5300443) (← links)
- High-accuracy finite-difference methods for the valuation of options (Q5312713) (← links)