Option pricing, maturity randomization and grid computing.
Marina MarenaDaniele MarazzinaGianluca FusaiPublished in: IPDPS (2008)
Keyphrases
- grid computing
- option pricing
- stock price
- distributed computing
- black scholes
- load balancing
- resource management
- decision analysis
- peer to peer
- computing environments
- grid environment
- computational grids
- real option
- data grids
- data mining
- database systems
- grid technology
- influence diagrams
- databases
- decision makers
- cooperative
- long term