Asynchronous grid computation for American options derivatives.

Ming Chau Raphaël Couturier Jacques M. Bahi Pierre Spitéri

Published in: Adv. Eng. Softw. (2013)

Keyphrases

united states
artificial intelligence
website
asynchronous communication
higher order
neural network
efficient computation
grid computing
distributed systems
directional derivatives
grid enabled
grid structure
search strategies
database systems
knowledge base
genetic algorithm
machine learning