Option pricing, maturity randomization and distributed computing.
Gianluca FusaiDaniele MarazzinaMarina MarenaPublished in: Parallel Comput. (2010)
Keyphrases
- distributed computing
- option pricing
- stock price
- black scholes
- cloud computing
- decision analysis
- fault tolerance
- distributed systems
- distributed environment
- grid computing
- privacy preserving
- mobile agents
- black scholes model
- virtual machine
- real option
- peer to peer
- fault tolerant
- decision makers
- mobile communications
- stock market
- load balancing
- artificial neural networks