A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing

2005 IEEE Congress on Evolutionary Computation, IEEE CEC 2005. Proceedings

Volumn 2, Issue , 2005, Pages 1040-1044

  Kim, Jin Suk ^a   Byun, Suk Joon ^b  

^a University of Seoul   (South Korea)

^b Korea Advanced Institute of Science and Technology   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATION THEORY; COMPUTATIONAL METHODS; FINANCE; INFORMATION ANALYSIS; MONTE CARLO METHODS; NUMERICAL METHODS;

COMPUTATIONAL FINANCE; FINANCIAL DERIVATIVES PRICING; MONTE CARLO ALGORITHMS; NUMERICAL COMPUTATIONS;

COMPUTER SIMULATION;

EID: 27144472705     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (13)

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