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Parallel Computing for Option Pricing based on the Backward Stochastic Differential Equation
Release Time:2019-10-22| Hits:
Institution:计算机科学与技术学院
Title of Paper:Parallel Computing for Option Pricing based on the Backward Stochastic Differential Equation
Journal:HPCA 2009
First Author:彭滢
All the Authors:龚斌,刘辉
Document Code:lw-145063
Translation or Not:No
Date of Publication:2010-10
Release Time:2019-10-22
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