Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices
- Schabauer, Hannes
- Hochreiter, Ronald
Shortfacts
Category |
Paper in Conference Proceedings or in Workshop Proceedings |
Event Title |
8th International Conference on Computational Science (ICCS) |
Divisions |
Computational Technologies and Applications |
Event Location |
Krakow (Poland) |
Event Type |
Conference |
Event Dates |
NULL |
Series Name |
LNCS |
Publisher |
Springer |
Page Range |
408 - 415 |
Date |
2008 |
Official URL |
http://dx.doi.org/10.1007/978-3-540-69387-1_46 |
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