"Parallel Lattice Implementation for Option Pricing under Mixed ..."

Giuseppe Campolieti, Roman N. Makarov (2005)

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DOI: 10.1109/HPCS.2005.41

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Giuseppe Campolieti, Roman N. Makarov:
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models. HPCS 2005: 170-176

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