Parallel option price valuations with the explicit finite difference method (Q2268757): Difference between revisions

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Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
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Property / cites work: Trinomial-tree Based Parallel Option Price Valuations / rank
 
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Latest revision as of 12:22, 2 July 2024

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Parallel option price valuations with the explicit finite difference method
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    Parallel option price valuations with the explicit finite difference method (English)
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    9 March 2010
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    parallel computing
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    parallel algorithm
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    parallel programming
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    BSP model
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    performance analysis
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    explicit finite difference method
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    option valuations
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    latency tolerant algorithms
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