Number one in the UK and eighth in the world in the Times Higher Education rankings of universities under 50 years old

Supporter of LMS Good Practice Award

Parallel binomial valuation of American options with proportional transaction costs

Research group:
Mathematical Finance
TitleParallel binomial valuation of American options with proportional transaction costs
Publication TypeConference Proceedings
Year of Publication2011
AuthorsRoux A, Zastawniak T, Zhang N
Conference NameAdvanced Parallel Processing Technology Symposium, Shanghai, China, September 2011
Series TitleLecture Notes in Computer Science
Volume6965
Pagination88--97
PublisherSpringer-Verlag
Conference LocationShanghai, China
DOI10.1007/978-3-642-24151-2

Tagged | XML | BibTex | Google Scholar

Edited 30 Sep 2011 - 16:31 by ar521

Back to the Top