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"Using high performance computing and Monte Carlo simulation for pricing ..."

Verche Cvetanoska, Toni Stojanovski (2012)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1205-0106
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1205-0106
Verche Cvetanoska, Toni Stojanovski:
Using high performance computing and Monte Carlo simulation for pricing american options. CoRR abs/1205.0106 (2012)

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