[IEEE Distributed Processing Symposium (IPDPS) - Miami, FL, USA (2008.04.14-2008.04.18)] 2008 IEEE International Symposium on Parallel and Distributed Processing - Optimizations in financial engineering: The Least-Squares Monte Carlo method of Longstaff and Schwartz
Choudhury, Anamitra Roy, King, AlanYear:
2008
Language:
english
DOI:
10.1109/IPDPS.2008.4536290
File:
PDF, 244 KB
english, 2008