Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan. A Parallel Quasi-Monte Carlo Approach to Pricing American Options. In M. Rasit Eskicioglu, editor, Proceedings of the 18th Annual Symposium on High Performance Computing Systems and Applications, HPCS 2004, May 16-19, 2004, Winnipeg, Manitoba, Canada. pages 27-35, University of Manitoba, Department of Computer Science, 2004.
Abstract is missing.