A parallel wavelet-based pricing procedure for Asian options (Q4682997): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:37, 7 February 2024
scientific article; zbMATH DE number 6939209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parallel wavelet-based pricing procedure for Asian options |
scientific article; zbMATH DE number 6939209 |
Statements
A parallel wavelet-based pricing procedure for Asian options (English)
0 references
19 September 2018
0 references
Asian options
0 references
option pricing
0 references
wavelet transform
0 references
high-performance computing
0 references
