Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices

Hannes Schabauer; Ronald Hochreiter; Georg Ch Pflug

doi:10.1007/978-3-540-69387-1_46

Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices

Hannes Schabauer
, Ronald Hochreiter
, Georg Ch Pflug

University of Vienna

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

Originalsprache	Englisch
Titel	Computational Science - ICCS 2008 - 8th International Conference, Proceedings
Seiten	408-415
Seitenumfang	8
Auflage	PART 2
DOIs	https://doi.org/10.1007/978-3-540-69387-1_46
Publikationsstatus	Veröffentlicht - 2008
Extern publiziert	Ja
Veranstaltung	8th International Conference on Computational Science, ICCS 2008 - Krakow, Polen Dauer: 23 Juni 2008 → 25 Juni 2008

Publikationsreihe

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Nummer	PART 2
Band	5102 LNCS
ISSN (Print)	0302-9743
ISSN (elektronisch)	1611-3349

Konferenz

Konferenz	8th International Conference on Computational Science, ICCS 2008
Land/Gebiet	Polen
Ort	Krakow
Zeitraum	23/06/08 → 25/06/08

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10.1007/978-3-540-69387-1_46

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Schabauer, H., Hochreiter, R., & Pflug, G. C. (2008). Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices. in Computational Science - ICCS 2008 - 8th International Conference, Proceedings (PART 2 Aufl., S. 408-415). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 5102 LNCS, Nr. PART 2). https://doi.org/10.1007/978-3-540-69387-1_46

Schabauer, Hannes ; Hochreiter, Ronald ; Pflug, Georg Ch. / Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices. Computational Science - ICCS 2008 - 8th International Conference, Proceedings. PART 2. Aufl. 2008. S. 408-415 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2).

@inproceedings{063b0b81c20d49e1a929c117e4c54d85,

title = "Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices",

keywords = "Bounded lattice, Cluster computing, Computational finance, Parallelization, Pricing",

author = "Hannes Schabauer and Ronald Hochreiter and Pflug, \{Georg Ch\}",

year = "2008",

doi = "10.1007/978-3-540-69387-1\_46",

language = "English",

isbn = "3540693866",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

number = "PART 2",

pages = "408--415",

booktitle = "Computational Science - ICCS 2008 - 8th International Conference, Proceedings",

edition = "PART 2",

note = "8th International Conference on Computational Science, ICCS 2008 ; Conference date: 23-06-2008 Through 25-06-2008",

}

Schabauer, H, Hochreiter, R & Pflug, GC 2008, Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices. in Computational Science - ICCS 2008 - 8th International Conference, Proceedings. PART 2 Aufl., Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Nr. PART 2, Bd. 5102 LNCS, S. 408-415, 8th International Conference on Computational Science, ICCS 2008, Krakow, Polen, 23/06/08. https://doi.org/10.1007/978-3-540-69387-1_46

Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices. / Schabauer, Hannes; Hochreiter, Ronald; Pflug, Georg Ch.
Computational Science - ICCS 2008 - 8th International Conference, Proceedings. PART 2. Aufl. 2008. S. 408-415 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 5102 LNCS, Nr. PART 2).

Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › peer-review

TY - GEN

T1 - Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices

AU - Schabauer, Hannes

AU - Hochreiter, Ronald

AU - Pflug, Georg Ch

PY - 2008

Y1 - 2008

KW - Bounded lattice

KW - Cluster computing

KW - Computational finance

KW - Parallelization

KW - Pricing

UR - https://www.scopus.com/pages/publications/47749111025

U2 - 10.1007/978-3-540-69387-1_46

DO - 10.1007/978-3-540-69387-1_46

M3 - Conference contribution

AN - SCOPUS:47749111025

SN - 3540693866

SN - 9783540693864

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 408

EP - 415

BT - Computational Science - ICCS 2008 - 8th International Conference, Proceedings

T2 - 8th International Conference on Computational Science, ICCS 2008

Y2 - 23 June 2008 through 25 June 2008

ER -

Schabauer H, Hochreiter R, Pflug GC. Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices. in Computational Science - ICCS 2008 - 8th International Conference, Proceedings. PART 2 Aufl. 2008. S. 408-415. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); PART 2). doi: 10.1007/978-3-540-69387-1_46

Parallelization of pricing path-dependent financial instruments on bounded trinomial lattices

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