Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices

Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices

Authors
  • Schabauer, Hannes
  • Hochreiter, Ronald
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Editors
  • Bubak, M.
  • Albada, G. D. v.
  • Dongarra, J.
  • Sloot, P. M. A.
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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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