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High-performance computing in finance: The last 10 years and the next · Study

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ArticleHigh-performance computing in finance: The last 10 years and the next

Stavros A. Zenios1999

Article1999

High-performance computing in finance: The last 10 years and the next

Stavros A. Zenios

68 citations·0/0 files stored·Parallel Computing

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Stochastic processes and financial applications Parallel Computing and Optimization Techniques Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1963The Variation of Certain Speculative Prices 1952Portfolio Selection 1997The variation of certain speculative prices 1991Continuous-Time Finance.1977Options: A Monte Carlo approach

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2002Risk Management for Hedge Fund Portfolios 2003On-line portfolio selection using stochastic programming 2003Retirement saving with contribution payments and labor income as a benchmark for investments

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Year1999

Typearticle

Published1999-12-01

VenueParallel Computing

ISSN-L0167-8191

Languageen

Citations68

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0167-8191(99)00083-6

openalex_workW1964766724

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