"On option pricing in local volatility models using parallel computing."

Sergey G. Shorokhov (2020)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2023-03-10

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  dblp key:
  - conf/ittmm/Shorokhov20
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Sergey G. Shorokhov:
On option pricing in local volatility models using parallel computing. ITTMM 2020: 108-116

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