Parallel Monte Carlo Method with MapReduce for Option Pricing.

Shijia Wang Liang Zhou Yuanyuan Li Junfeng Wu

Published in: Trustcom/BigDataSE/ISPA (2016)

Keyphrases

option pricing
monte carlo method
markov chain
monte carlo
black scholes
stock price
decision analysis
posterior distribution
genetic algorithm
black scholes model
bayesian learning
real option
mathematical models
state space
stock market
probabilistic model
np hard
long term
search algorithm
data mining