Low-latency option pricing using systolic binomial trees.

Aryan Tavakkoli David B. Thomas

Published in: FPT (2014)

Keyphrases

low latency
option pricing
high speed
black scholes
stock price
high throughput
decision analysis
highly efficient
virtual machine
real time
real option
black scholes model
stream processing
probability distribution
decision making
machine learning
databases
life cycle
non stationary
data processing
long term