"Parallelization of Pricing Path-Dependent Financial Instruments on Bounded ..."

Hannes Schabauer, Ronald Hochreiter, Georg Ch. Pflug (2008)

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DOI: 10.1007/978-3-540-69387-1_46

access: open

type: Conference or Workshop Paper

metadata version: 2019-06-02

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Hannes Schabauer, Ronald Hochreiter, Georg Ch. Pflug:
Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. ICCS (2) 2008: 408-415

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