A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework for pricing Asian options under stochastic volatility on parallel architectures |
scientific article |
Statements
A general framework for pricing Asian options under stochastic volatility on parallel architectures (English)
0 references
30 October 2018
0 references
finance
0 references
parallel computing
0 references
option pricing
0 references
Asian option
0 references
stochastic volatility
0 references
