[IEEE 19th International Symposium on High Performance Computing Systems and Applications (HPCS'05) - Guelph, ON, Canada (15-18 May 2005)] 19th International Symposium on High Performance Computing Systems and Applications (HPCS'05) - Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
Campolieti, G., Makarov, R.Year:
2005
Language:
english
DOI:
10.1109/HPCS.2005.41
File:
PDF, 439 KB
english, 2005