A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A general framework for pricing Asian options under stochastic volatility on parallel architectures |
scientific article; zbMATH DE number 6968117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework for pricing Asian options under stochastic volatility on parallel architectures |
scientific article; zbMATH DE number 6968117 |
Statements
A general framework for pricing Asian options under stochastic volatility on parallel architectures (English)
0 references
30 October 2018
0 references
finance
0 references
parallel computing
0 references
option pricing
0 references
Asian option
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9066035
0 references
0.89988625
0 references
0 references
