Yusaku Yamamoto. An Efficient and Easily Parallelizable Algorithm for Pricing Weather Derivatives. In Ivan Lirkov, Svetozar Margenov, Jerzy Wasniewski, editors, Large-Scale Scientific Computing, 5th International Conference, LSSC 2005, Sozopol, Bulgaria, June 6-10, 2005, Revised Papers. Volume 3743 of Lecture Notes in Computer Science, pages 470-477, Springer, 2005. [doi]
Abstract is missing.