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Parallel option pricing with BSDE model on grid environment
Release Time:2019-10-24| Hits:

Institution:计算机科学与技术学院
Title of Paper:Parallel option pricing with BSDE model on grid environment
Journal:Journal of Huazhong University of Science and
First Author:刘辉
All the Authors:彭滢,龚斌,刘辉
Document Code:lw-105244
Volume:39
Issue:0
Page Number:201
Number of Words:4000
Translation or Not:No
Date of Publication:2011-06
Release Time:2019-10-24