Xiong, Lu; Luo, Jiyao; Vise, Hanna; White, Madison - In: Risks : open access journal 11 (2023) 8, pp. 1-16
. This paper discusses the application of distributed computing technology to enhance the LSMC in American option pricing …. Although parallel computing has been used to improve the LSMC method, this paper is the first to explore distributed computing … technology for LSMC enhancement. Compared with parallel computing, distributed computing has several advantages, including …