Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (Q1342435)
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scientific article; zbMATH DE number 710461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer |
scientific article; zbMATH DE number 710461 |
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Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (English)
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11 January 1995
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asset valuation
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finite difference schemes
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pricing of contingent claims
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parallel computer
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