Parallel Binomial American Option Pricing under Proportional Transaction Costs

Journals Menu

Follow SCIRP

ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.org/journal/am
E-mail: am@scirp.org

"Parallel Binomial American Option Pricing under Proportional Transaction Costs"
written by Nan Zhang, Alet Roux, Tomasz Zastawniak,
published by Applied Mathematics, Vol.3 No.11A, 2012

has been cited by the following article(s):

[1]	Mapping of option pricing algorithms onto heterogeneous many-core architectures
	The Journal of Supercomputing, 2017

[2]	Shuai Zhang, Zhao Wang, Ying Peng
	2017

[3]	Valorisation d'options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène
	Thesis, 2015

[4]	Valorisation d’options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène
	Thesis, 2015

[5]	Accelerating Financial Code through Parallelisation and Source-Level Optimisation
	Proceedings of the International MultiConference of Engineers and Computer Scientists, 2014

[6]	American options with gradual exercise under proportional transaction costs
	International Journal of Theoretical and Applied Finance, 2014

Follow SCIRP

Free SCIRP Newsletters

Add your e-mail address to receive free newsletters from SCIRP.

Top