Performance optimization of financial option calculations

  • Authors:
  • S. C. Perry;R. H. Grimwood;D. J. Kerbyson;E. Papaefstathiou;G. R. Nudd

  • Affiliations:
  • -;-;-;-;-

  • Venue:
  • Parallel Computing - Special issue on parallel computing in economics, finance and decision-making
  • Year:
  • 2000

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Abstract