A software architecture framework for on-line option pricing

DOI10.1007/S11227-008-0182-4MaRDI QIDQ1009366zbMATH OpenOpenAlexFDO

Authors Kiran Kola, Ruppa K. Thulasiram, Parimala Thulasiraman

Publication date 31 March 2009

Published in The Journal of Supercomputing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11227-008-0182-4

zbMATH Keywords

Finance applicationsJ2MEMIDPMobile/ubiquitous computingOption pricing algorithmsWeb table-mining

Mathematics Subject Classification ID

Online algorithms; streaming algorithms (68W27) Portfolio theory (91G10) Internet topics (68M11) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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Cites work

• scientific article; zbMATH DE number 1869272 (Why is no real title available?)
• Mobile commerce: Framework, applications and networking support
• Option pricing: A simplified approach
• The Mathematics of Financial Derivatives
• The pricing of options and corporate liabilities

Cited in

(1)

• Option pricing, maturity randomization and distributed computing

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