Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (Q1342435)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer |
scientific article |
Statements
Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (English)
0 references
11 January 1995
0 references
asset valuation
0 references
finite difference schemes
0 references
pricing of contingent claims
0 references
parallel computer
0 references
