Parallelizing computation of expected values in recombinant binomial trees (Q4960568)
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scientific article; zbMATH DE number 7192573
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parallelizing computation of expected values in recombinant binomial trees |
scientific article; zbMATH DE number 7192573 |
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Parallelizing computation of expected values in recombinant binomial trees (English)
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23 April 2020
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binomial tree
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Bernoulli paths
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Monte Carlo estimation
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option pricing
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0.87241423
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0.8537714
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0.8524342
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0.8519446
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