A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing

Jin Suk Kim, Suk Joon Byun. A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2005, 2-4 September 2005, Edinburgh, UK. pages 1040-1044, IEEE, 2005. [doi]

Authors

Jin Suk Kim

This author has not been identified. Look up 'Jin Suk Kim' in Google

Suk Joon Byun

This author has not been identified. Look up 'Suk Joon Byun' in Google