"Parallel Computing for Option Pricing Based on the Backward Stochastic ..."

Ying Peng et al. (2009)

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DOI: 10.1007/978-3-642-11842-5_44

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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Ying Peng, Bin Gong, Hui Liu, Yanxin Zhang:
Parallel Computing for Option Pricing Based on the Backward Stochastic Differential Equation. HPCA (China) 2009: 325-330

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