Simulation of multi-option pricing on distributed computing (Q2964658)
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scientific article; zbMATH DE number 6689059
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| default for all languages | No label defined |
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| English | Simulation of multi-option pricing on distributed computing |
scientific article; zbMATH DE number 6689059 |
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27 February 2017
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option pricing model
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Black-Scholes equation
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finite element method
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distributed computing
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cluster computer system
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Simulation of Multi-Option Pricing on Distributed Computing (English)
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0.7860546708106995
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0.7447660565376282
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0.7441117763519287
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0.7410717606544495
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