"Recursive and Iterative Multithreaded Algorithms for Pricing American ..."

Ruppa K. Thulasiram, Christopher T. Downing, Guang R. Gao (2000)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2003-12-05

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Ruppa K. Thulasiram, Christopher T. Downing, Guang R. Gao:
Recursive and Iterative Multithreaded Algorithms for Pricing American Securities. PDPTA 2000

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