Parallel option price valuations with the explicit finite difference method (Q2268757)

From MaRDI portal
Revision as of 10:03, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Parallel option price valuations with the explicit finite difference method
scientific article

    Statements

    Parallel option price valuations with the explicit finite difference method (English)
    0 references
    9 March 2010
    0 references
    parallel computing
    0 references
    parallel algorithm
    0 references
    parallel programming
    0 references
    BSP model
    0 references
    performance analysis
    0 references
    explicit finite difference method
    0 references
    option valuations
    0 references
    latency tolerant algorithms
    0 references

    Identifiers