Trinomial-tree Based Parallel Option Price Valuations (Q4820802)
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scientific article; zbMATH DE number 2104800
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Trinomial-tree Based Parallel Option Price Valuations |
scientific article; zbMATH DE number 2104800 |
Statements
Trinomial-tree Based Parallel Option Price Valuations (English)
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1 October 2004
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BSP model
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Trinomial trees
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Option valuations
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Bulk-synchronous parallel
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0.8302353620529175
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0.7676529288291931
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0.7670347094535828
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0.7581453919410706
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