Large-Scale Parallel Simulation of High-Dimensional American Option Pricing (Q5412200)
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scientific article; zbMATH DE number 6288766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-Scale Parallel Simulation of High-Dimensional American Option Pricing |
scientific article; zbMATH DE number 6288766 |
Statements
Large-Scale Parallel Simulation of High-Dimensional American Option Pricing (English)
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25 April 2014
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high-dimensional
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American option
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option pricing
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large-scale
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parallel simulation
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