A software architecture framework for on-line option pricing

DOI10.1007/S11227-008-0182-4zbMath1187.91004OpenAlexW2029329838MaRDI QIDQ1009366

Kiran Kola, Ruppa K. Thulasiram, Parimala Thulasiraman

Publication date: 31 March 2009

Published in: The Journal of Supercomputing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11227-008-0182-4

zbMATH Keywords

Finance applicationsJ2MEMIDPMobile/ubiquitous computingOption pricing algorithmsWeb table-mining

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08) Portfolio theory (91G10) Internet topics (68M11) Online algorithms; streaming algorithms (68W27)

Related Items (1)

Option pricing, maturity randomization and distributed computing

Cites Work

• The Pricing of Options and Corporate Liabilities
• Mobile commerce: Framework, applications and networking support
• The Mathematics of Financial Derivatives
• Option pricing: A simplified approach
• Unnamed Item

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