A parallel wavelet-based pricing procedure for Asian options (Q4682997): Difference between revisions

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Latest revision as of 14:51, 16 July 2024

scientific article; zbMATH DE number 6939209
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English
A parallel wavelet-based pricing procedure for Asian options
scientific article; zbMATH DE number 6939209

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    A parallel wavelet-based pricing procedure for Asian options (English)
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    19 September 2018
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    Asian options
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    option pricing
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    wavelet transform
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    high-performance computing
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