Using high performance computing and Monte Carlo simulation for pricing american options
Verche CvetanoskaToni StojanovskiPublished in: CoRR (2012)
Keyphrases
- monte carlo simulation
- high performance computing
- option pricing
- black scholes model
- monte carlo
- scientific computing
- markov chain
- massively parallel
- computational science
- parallel computing
- national laboratory
- computing systems
- computing resources
- energy efficiency
- grid computing
- fault tolerance
- computing environments
- stock price
- machine learning
- load balancing
- fine grained
- peer to peer
- reinforcement learning
- information systems