Login / Signup
Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC.
Gong Chen
Parimala Thulasiraman
Ruppa K. Thulasiram
Published in:
Annual Simulation Symposium (2006)
Keyphrases
</>
objective function
computational complexity
np hard
worst case
optimal solution
dynamic programming
option pricing
decision making
expectation maximization
decision problems
training data
probabilistic model
graphical models