Parallel option price valuations with the explicit finite difference method (Q2268757): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s10766-009-0126-5 / rank | |||
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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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel option price valuations with the explicit finite difference method |
scientific article |
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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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