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Trinomial-tree based parallel option price valuations
Alexandros V. Gerbessiotis
Computer Science
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peer-review
6
Scopus citations
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Keyphrases
Tree-based
100%
Trinomial Tree
100%
Option Price
100%
Price Valuation
100%
Parallel Algorithm
33%
Source Code
33%
Algorithmic Approach
33%
Parallel System
33%
Workstation
33%
High Latency
33%
Programming Techniques
33%
Sequential Method
33%
Multiplicative Factors
33%
Communication Library
33%
Parallel Programming Libraries
33%
American Options
33%
European Options
33%
Recompilation
33%
Computer Science
Source Codes
100%
Parallel System
100%
Parallel Algorithms
100%
Parallel Programming
100%
Multiplicative Factor
100%
Programming Methodology
100%
Recompilation
100%