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Parallel Computing Method of Valuing for Multi-asset European Option - MaRDI portal

Parallel Computing Method of Valuing for Multi-asset European Option

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Publication:3527780

DOI10.1007/3-540-44862-4_1zbMath1147.91335OpenAlexW1585708559MaRDI QIDQ3527780

Jiwu Shu, Yonggen Gu, Xiatie Deng, Weiming Zheng

Publication date: 30 September 2008

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-44862-4_1



Mathematics Subject Classification ID

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