scientific article; zbMATH DE number 5590010

zbMath1176.91155MaRDI QIDQ5192148

Fatima Zahra Nqi, Abdeluaab Lidouh, Hamid Seghiouer

Publication date: 4 August 2009

Full work available at URL: http://www.m-hikari.com/ijma/ijma-password-2008/ijma-password25-28-2008/index.html

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zbMATH Keywords

parallel computingAsian optionsmessage passing interface (MPI)Black-Scholes model, Monte Carlo method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Parallel numerical computation (65Y05)

Related Items (1)

THE HEDGING STRATEGY FOR ASIAN OPTION

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