Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices

Hannes Schabauer, Ronald Hochreiter, Georg Ch. Pflug. Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. In Marian Bubak, G. Dick van Albada, Jack Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2008, 8th International Conference, Kraków, Poland, June 23-25, 2008, Proceedings, Part II. Volume 5102 of Lecture Notes in Computer Science, pages 408-415, Springer, 2008. [doi]

Authors

Hannes Schabauer

This author has not been identified. Look up 'Hannes Schabauer' in Google

Ronald Hochreiter

This author has not been identified. Look up 'Ronald Hochreiter' in Google

Georg Ch. Pflug

This author has not been identified. Look up 'Georg Ch. Pflug' in Google