Login / Signup

Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices.

Hannes SchabauerRonald HochreiterGeorg Ch. Pflug
Published in: ICCS (2) (2008)
Keyphrases
  • financial markets
  • parallel processing
  • shortest path
  • stock market
  • data sets
  • risk management
  • stock price
  • information systems
  • non stationary
  • endpoints
  • revenue management
  • financial crisis
  • distributional assumptions