Zobrazeno 1 - 1
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pro vyhledávání: '"hesaplamalı finans"'
Publikováno v:
Parallel Computing. 33:92-108
We discuss the use of parallel computing in Asian option pricing and evaluate the efficiency of various algorithms. We only focus on "backward-starting fixed strike" Asian options that are continuously averaged. We implement a partial differential eq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be2825e099e920c6a67c8dda33069ad5
https://doi.org/10.1016/j.parco.2006.11.002
https://doi.org/10.1016/j.parco.2006.11.002
