Option pricing, maturity randomization and distributed computing (Q991134)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option pricing, maturity randomization and distributed computing |
scientific article |
Statements
Option pricing, maturity randomization and distributed computing (English)
0 references
2 September 2010
0 references
discrete monitoring
0 references
grid computing
0 references
integral equations
0 references
Lévy processes
0 references
option pricing
0 references