Gianluca Fusai, Daniele Marazzina, Marina Marena. Option pricing, maturity randomization and distributed computing. Parallel Computing, 36(7):403-414, 2010. [doi]
@article{FusaiMM10,
title = {Option pricing, maturity randomization and distributed computing},
author = {Gianluca Fusai and Daniele Marazzina and Marina Marena},
year = {2010},
doi = {10.1016/j.parco.2010.03.002},
url = {http://dx.doi.org/10.1016/j.parco.2010.03.002},
researchr = {https://researchr.org/publication/FusaiMM10},
cites = {0},
citedby = {0},
journal = {Parallel Computing},
volume = {36},
number = {7},
pages = {403-414},
}