"Parallel simulation of high-dimensional American option pricing based on ..."

Yonghong Hu et al. (2015)

> Home

Details and statistics

DOI: 10.1002/CPE.3275

access: closed

type: Journal Article

metadata version: 2023-03-03

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/concurrency/HuLCW15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/concurrency/HuLCW15
Yonghong Hu, Qiang Li, Zongyan Cao, Jue Wang:
Parallel simulation of high-dimensional American option pricing based on CPU versus MIC. Concurr. Comput. Pract. Exp. 27(5): 1110-1121 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.