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AOR
2010
13 years 3 months ago
2010
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
AMC
2010
13 years 6 months ago
2010
: Parallel iterative methods are powerful tool for solving large system of linear equations (LEs). The existing parallel computing research results are focussed mainly on sparse sy...