A general framework for pricing Asian options under stochastic volatility on parallel architectures.
Stefania CorsaroIoannis KyriakouDaniele MarazzinaZelda MarinoPublished in: Eur. J. Oper. Res. (2019)
Keyphrases
- parallel architectures
- option pricing
- stock price
- parallel processing
- black scholes model
- financial markets
- massively parallel
- stock market
- shared memory
- parallel computers
- parallel computing
- efficient implementation
- hardware design
- high end
- general purpose
- artificial intelligence
- field programmable gate array
- computer systems
- higher order
- computer science