Option pricing, maturity randomization and distributed computing
type: Item
instance of: scholarly article
title: Option pricing, maturity randomization and distributed computing
zbMATH Open document ID: 1204.68016
author: Gianluca Fusai
author: Daniele Marazzina
author: Marina Marena
published in: Parallel Computing
publication date: 2010-09-02T00:00:00Z
Mathematics Subject Classification ID: 68M10
zbMATH DE Number: 5777739
zbMATH Keywords: discrete monitoring
zbMATH Keywords: grid computing
zbMATH Keywords: integral equations
zbMATH Keywords: Lévy processes
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: j.parco.2010.03.002
OpenAlex ID: W2076994700
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DOI: 10.1016/J.PARCO.2010.03.002
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description: scientific article; zbMATH DE number 5777739