"Parallel Approach to Monte Carlo Simulation for Option Price Sensitivities ..."

Grzegorz Kozikowski, Bartlomiej Jacek Kubica (2013)

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DOI: 10.1007/978-3-642-55195-6_57

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Grzegorz Kozikowski, Bartlomiej Jacek Kubica:
Parallel Approach to Monte Carlo Simulation for Option Price Sensitivities Using the Adjoint and Interval Analysis. PPAM (2) 2013: 600-612

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