Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

12

CEC
2005
IEEE

favoriteEmaildiscussreport

146views Artificial Intelligence» more CEC 2005»

A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing

13 years 10 months ago

A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing

Download koasas.kaist.ac.kr

In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in computational finance. In this paper, we show a parallel Monte Carlo algorithm for financial derivatives pricing. We show that the parallel Monte Carlo algorithm' has good speed-up feature by extensive experiments.

Jin Suk Kim, Suk Joon Byun

Real-time Traffic

Artificial Intelligence | CEC 2005 | Computational Financial Applications | Monte Carlo Algorithm | Parallel Monte Carlo |

claim paper

Related Content

» High Performance MonteCarlo Based Option Pricing on FPGAs

» FPGA acceleration of MonteCarlo based credit derivative pricing

» Monte Carlo simulation in financial engineering

» Automatic Generation and Optimisation of Reconfigurable Financial MonteCarlo Simulations

» Parallelization of tauleap coarsegrained Monte Carlo simulations on GPUs

» Efficient reconfigurable design for pricing asian options

» Monte Carlo methods in the physical sciences

» MITHRA Multiple data independent tasks on a heterogeneous resource architecture

» Parallel Algorithms for Bayesian Indoor Positioning Systems

Post Info
More Details (n/a)

Added	24 Jun 2010
Updated	24 Jun 2010
Type	Conference
Year	2005
Where	CEC
Authors	Jin Suk Kim, Suk Joon Byun

Comments (0)