Large-Scale Scientific Computing
From MaRDI portal
Publication:5898231
DOI10.1007/11666806zbMath1142.65305MaRDI QIDQ5898231
Ioane Muni Toke, Jean-Yves Girard
Publication date: 21 November 2006
Published in: Lecture Notes in Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/11666806
Related Items
The Parareal Algorithm for American Options, The parareal algorithm for American options, Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods