Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino. A general framework for pricing Asian options under stochastic volatility on parallel architectures. European Journal of Operational Research, 272(3):1082-1095, 2019. [doi]
@article{CorsaroKMM19,
title = {A general framework for pricing Asian options under stochastic volatility on parallel architectures},
author = {Stefania Corsaro and Ioannis Kyriakou and Daniele Marazzina and Zelda Marino},
year = {2019},
doi = {10.1016/j.ejor.2018.07.017},
url = {https://doi.org/10.1016/j.ejor.2018.07.017},
researchr = {https://researchr.org/publication/CorsaroKMM19},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {272},
number = {3},
pages = {1082-1095},
}