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Large-scale Parallel Simulation of High-dimensional American Option Pricing
Hong-xu, Chang, Zhong-hua, Lu, Xue-bin, ChiVolume:
6
Language:
english
Journal:
Journal of Algorithms & Computational Technology
DOI:
10.1260/1748-3018.6.1.1
Date:
March, 2012
File:
PDF, 693 KB
english, 2012