"A parallel quasi-Monte Carlo approach to pricing multidimensional American ..."

Justin W. L. Wan et al. (2006)

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DOI: 10.1504/IJHPCN.2006.013487

access: closed

type: Journal Article

metadata version: 2020-07-09

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Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan:
A parallel quasi-Monte Carlo approach to pricing multidimensional American options. Int. J. High Perform. Comput. Netw. 4(5/6): 321-330 (2006)

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