An efficient parallel implementation of a lattice pricing model (Q2715558)
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: An efficient parallel implementation of a lattice pricing model |
scientific article; zbMATH DE number 1607984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient parallel implementation of a lattice pricing model |
scientific article; zbMATH DE number 1607984 |
Statements
20 June 2001
0 references
two-factor model
0 references
default risk
0 references
trinomial lattice
0 references
An efficient parallel implementation of a lattice pricing model (English)
0 references
