A general framework for pricing Asian options under stochastic volatility on parallel architectures-Reference-Cited by-同舟云学术

A general framework for pricing Asian options under stochastic volatility on parallel architectures

Published:2019-02 Issue:3 Volume:272 Page:1082-1095
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Corsaro Stefania^ORCID,Kyriakou Ioannis^ORCID,Marazzina Daniele^ORCID,Marino Zelda

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

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