Trinomial-tree Based Parallel Option Price Valuations (Q4820802)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 2104800
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Trinomial-tree Based Parallel Option Price Valuations |
scientific article; zbMATH DE number 2104800 |
Statements
Trinomial-tree Based Parallel Option Price Valuations (English)
0 references
1 October 2004
0 references
BSP model
0 references
Trinomial trees
0 references
Option valuations
0 references
Bulk-synchronous parallel
0 references
0.8302353620529175
0 references
0.7676529288291931
0 references
0.7670347094535828
0 references
0.7581453919410706
0 references
