Monte Carlo valuation of multidimensional American options through Grid computing

被引：3
|
作者：
Toke, IM [1 ]
Girard, JY
机构：
[1] Ecole Cent Paris, Lab Math Appl Syst, F-92295 Chatenay Malabry, France
[2] IBM Corp, Grid Design Ctr eBusiness Demand, F-34000 Montpellier, France
来源：
LARGE-SCALE SCIENTIFIC COMPUTING | 2006年 / 3743卷
关键词：
D O I：
10.1007/11666806_53
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
引用
收藏
页码：462 / 469
页数：8
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