Parallel Monte Carlo Method with MapReduce for Option Pricing

Shijia Wang, Liang Zhou, Yuanyuan Li, Junfeng Wu. Parallel Monte Carlo Method with MapReduce for Option Pricing. In 2016 IEEE Trustcom/BigDataSE/ISPA, Tianjin, China, August 23-26, 2016. pages 2116-2121, IEEE, 2016. [doi]

Abstract

Abstract is missing.