Parallel Monte Carlo Methods for Derivative Security Pricing

Giorgio Pauletto. Parallel Monte Carlo Methods for Derivative Security Pricing. In Lubin G. Vulkov, Jerzy Wasniewski, Plamen Y. Yalamov, editors, Numerical Analysis and Its Applications, Second International Conference, NAA 2000, Rousse, Bulgaria, June 11-15, 2000, Revised Papers. Volume 1988 of Lecture Notes in Computer Science, pages 650-657, Springer, 2000. [doi]

Abstract

Abstract is missing.