"Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC."

Gong Chen, Parimala Thulasiraman, Ruppa K. Thulasiram (2006)

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DOI: 10.1109/ANSS.2006.20

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Gong Chen, Parimala Thulasiraman, Ruppa K. Thulasiram:
Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC. Annual Simulation Symposium 2006: 90-97

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