Performance optimization of financial option calculations

DOI10.1016/S0167-8191(99)00123-4zbMath0939.91056OpenAlexW2025717841MaRDI QIDQ1978681

G. R. Nudd, E. Papaefstathiou, S. C. Perry, D. J. Kerbyson, R. H. Grimwood

Publication date: 4 June 2000

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-8191(99)00123-4

zbMATH Keywords

parallel computingfinancial option pricingperformance steeringrun-time optimization

Mathematics Subject Classification ID

Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10)

Related Items

Option pricing, maturity randomization and distributed computing