Simulation of Multi-Option Pricing on Distributed Computing
type: Item
instance of: scholarly article
zbMATH Open document ID: 1356.91099
publication date: 2017-02-27T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 6689059
zbMATH Keywords: option pricing model
zbMATH Keywords: Black-Scholes equation
zbMATH Keywords: finite element method
zbMATH Keywords: distributed computing
zbMATH Keywords: cluster computer system
MaRDI profile type: Publication
full work available at URL: cmes.2012.086.093.html
OpenAlex ID: W2243252094
title: Simulation of Multi-Option Pricing on Distributed Computing
DOI: 10.3970/CMES.2012.086.093
description: scientific article