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[IEEE 19th International Symposium on High Performance Computing Systems and Applications (HPCS'05) - Guelph, ON, Canada (15-18 May 2005)] 19th International Symposium on High Performance Computing Systems and Applications (HPCS'05) - Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models

✍ Scribed by Campolieti, G.; Makarov, R.

Book ID: 125851478
Publisher: IEEE
Year: 2005
Tongue: English
Weight: 439 KB
Category: Article
ISBN-13: 9780769523439
DOI: 10.1109/HPCS.2005.41

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