Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods |
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Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (English)
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31 January 2011
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multi-dimensional Bermudan/American option
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parallel distributed Monte Carlo methods
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grid computing
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