Accelerating the least-square Monte Carlo method with parallel computing

Author:

Chen Ching-Wen,Huang Kuan-Lin,Lyuu Yuh-Dauh

Publisher

Springer Science and Business Media LLC

Subject

Hardware and Architecture,Information Systems,Theoretical Computer Science,Software

Reference30 articles.

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3. Benzi J, Damodaran M (2007) Parallel three dimensional direct simulation Monte Carlo for simulating micro flows. In: Proceedings of parallel computational fluid dynamics 2007: implementations and experiences on large scale and grid computing. Springer, Antalya, pp 91–98

4. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81(3):637–654

5. Bochkanov S (1999) ALGLIB. http://www.alglib.net . Accessed 13 Feb 2014

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