Asynchronous Parareal Algorithm Applied to European Option Pricing

Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-01719879
Contributor : Frédéric Magoulès <>
Submitted on : Wednesday, February 28, 2018 - 3:44:29 PM
Last modification on : Friday, December 21, 2018 - 10:48:03 AM

Identifiers

Citation

Qinmeng Zou, Guillaume Gbikpi-Benissan, Frédéric Magoulès. Asynchronous Parareal Algorithm Applied to European Option Pricing. 2017 16th International Symposium on Distributed Computing and Applications to Business, Engineering and Science (DCABES), Oct 2017, Anyang, China. IEEE, 〈10.1109/DCABES.2017.15〉. 〈hal-01719879〉

Share

Metrics

Record views

91