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Recursive and Iterative Multithreaded Algorithms for Pricing American Securities

Ruppa K. Thulasiram, Christopher T. Downing, Guang R. Gao. Recursive and Iterative Multithreaded Algorithms for Pricing American Securities. In Hamid R. Arabnia, editor, Proceedings of the International Conference on Parallel and Distributed Processing Techniques and Applications, PDPTA 2000, June 24-29, 2000, Las Vegas, Nevada, USA. CSREA Press, 2000.

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