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- W2352764203 abstract "This article provides Monte Carlo algorithm to estimate the value of European options and the parallel algorithm had been real-ized on distributed memory cluster of workstation by using portable Message Passing Interface.The parallel algorithm had efficiently sovled the huge computing problems in financial computing,improving the program efficiency and reducing the time on computing,getting a good performance." @default.
- W2352764203 created "2016-06-24" @default.
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- W2352764203 date "2009-01-01" @default.
- W2352764203 modified "2023-09-23" @default.
- W2352764203 title "Application of Parallel Monte Carlo Strategy" @default.
- W2352764203 hasPublicationYear "2009" @default.
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