A parallel wavelet-based pricing procedure for Asian options (Q4682997)
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scientific article; zbMATH DE number 6939209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parallel wavelet-based pricing procedure for Asian options |
scientific article; zbMATH DE number 6939209 |
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A parallel wavelet-based pricing procedure for Asian options (English)
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19 September 2018
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Asian options
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option pricing
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wavelet transform
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high-performance computing
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