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Asynchronous Parareal Algorithm Applied to European Option Pricing

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https://hal.archives-ouvertes.fr/hal-01719879
Contributor : Frédéric Magoulès <>
Submitted on : Monday, July 1, 2019 - 12:45:28 PM
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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. ⟨10.1109/DCABES.2017.15⟩. ⟨hal-01719879⟩

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