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| Tekijä: | Bertocchi, M. |
| Otsikko: | Option evaluation techniques by parallel processing: a review |
| Lehti: | Omega
1991 : APR, VOL. 19:4, p. 317-323 |
| Asiasana: | STOCK OPTIONS FINANCIAL ANALYSIS INNOVATION EVALUATION METHODOLOGY NUMERICAL COMPUTATION |
| Kieli: | eng |
| Tiivistelmä: | In the framework of financial innovation, options occupy a place of primary importance. It is shown in the article, how parallel processing techniques may play an important role in improving option evaluation times when analytical solutions are impractical. Other tools that can help the user in getting efficient solutions are also discussed. The potential applications of the presented methodologies are underlined. Parallel computation may meet the dealers' expectations of computational time. |
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