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]

@inproceedings{KimB05:2,
  title = {A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing},
  author = {Jin Suk Kim and Suk Joon Byun},
  year = {2005},
  doi = {10.1109/CEC.2005.1554805},
  url = {http://dx.doi.org/10.1109/CEC.2005.1554805},
  researchr = {https://researchr.org/publication/KimB05%3A2},
  cites = {0},
  citedby = {0},
  pages = {1040-1044},
  booktitle = {Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2005, 2-4 September 2005, Edinburgh, UK},
  publisher = {IEEE},
  isbn = {0-7803-9363-5},
}