Design of high performance financial modelling environment

DOI10.1016/S0167-8191(99)00122-2zbMATH Open0939.91053OpenAlexW2028319370MaRDI QIDQ1978675FDOQ1978675

Authors: F. O. Bunnin, John Darlington, Yi Ke Guo, Yu He Ren 

Publication date: 4 June 2000

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-8191(99)00122-2

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zbMATH Keywords

high performance computingfinancial modellingderivative securitiesproblem solving environments

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Cited In (4)

• Title not available (Why is that?)
• A spectral element method to price European options. I. Single asset with and without jump diffusion
• Nonconforming least-squares spectral element method for European options
• Title not available (Why is that?)

Uses Software

• PELLPACK

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