Parallel computing in Asian option pricing.

Halis Sak Süleyman Özekici Ilkay Boduroglu

Published in: Parallel Comput. (2007)

Keyphrases

parallel computing
option pricing
stock price
black scholes
computing systems
decision analysis
real option
black scholes model
shared memory
commodity hardware
data mining
case study
software engineering
data processing
parallel algorithm
fuzzy numbers