Calibration of Stochastic Volatility Models on a Multi-Core CPU Cluster
Year of publication: |
2013
|
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Authors: | Dixon, Matthew Francis |
Other Persons: | Zubair, Mohammed (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Regionales Cluster | Regional cluster |
Extent: | 1 Online-Ressource (7 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 3, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2349333 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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