A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237): Difference between revisions

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Latest revision as of 00:28, 27 August 2024

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A general framework for pricing Asian options under stochastic volatility on parallel architectures
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    A general framework for pricing Asian options under stochastic volatility on parallel architectures (English)
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    30 October 2018
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    finance
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    parallel computing
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    option pricing
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    Asian option
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    stochastic volatility
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