A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237): Difference between revisions
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Revision as of 07:56, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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