Parallel Computing for Option Pricing Based on the Backward Stochastic Differential Equation

Cite this paper

@inproceedings{Peng2009ParallelCF, title={Parallel Computing for Option Pricing Based on the Backward Stochastic Differential Equation}, author={Ying Peng and Bin Gong and Hui Liu and Yanxin Zhang}, booktitle={HPCA}, year={2009} }