"Parallel Algorithm for Pricing American Asian Options with ..."

Kai Huang, Ruppa K. Thulasiram (2005)

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DOI: 10.1109/HPCS.2005.38

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Kai Huang, Ruppa K. Thulasiram:
Parallel Algorithm for Pricing American Asian Options with Multi-Dimensional Assets. HPCS 2005: 177-185

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