Add to ORKGResearch in financial derivatives is one of the important areas in computational finance. The comput...
High-frequency trading has been experiencing an increase of interest both for practical purposes wit...
The famous Black-Scholes formula provided the first mathematically sound mechanism to price financia...
The finance industry is beginning to adopt parallel computing for numerical computation, and will so...
In this work we show how applications in computational economics can take advantage of modern parall...
Computational finance relies heavily on the use of Monte Carlo simulation techniques. However, Monte...
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering, 1995.Includes...
Monte carlo simulation is one of the techniques used to generate pseudorandomnumbers which can compr...
The nance industry is beginning to adopt parallel computing for numeri-cal computation, and will soo...
We develop a numerical model for the foreign exchange (FX) market and discuss its implementation on ...
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Compute...
We propose a model of an artificial foreign exchange (FX) market and perform simulations on the IBM ...
The solution of large and sparse models presents in many ways a suitable structure for implementatio...
ing with credit is permitted. To copy otherwise, to republish, to post on servers, to redistribute t...
In the 1990s the Beowulf project smoothed to way for massively paral-lel computing as access to para...
Research in financial derivatives is one of the important areas in computational finance. The comput...
High-frequency trading has been experiencing an increase of interest both for practical purposes wit...
The famous Black-Scholes formula provided the first mathematically sound mechanism to price financia...
The finance industry is beginning to adopt parallel computing for numerical computation, and will so...
In this work we show how applications in computational economics can take advantage of modern parall...
Computational finance relies heavily on the use of Monte Carlo simulation techniques. However, Monte...
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering, 1995.Includes...
Monte carlo simulation is one of the techniques used to generate pseudorandomnumbers which can compr...
The nance industry is beginning to adopt parallel computing for numeri-cal computation, and will soo...
We develop a numerical model for the foreign exchange (FX) market and discuss its implementation on ...
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Compute...
We propose a model of an artificial foreign exchange (FX) market and perform simulations on the IBM ...
The solution of large and sparse models presents in many ways a suitable structure for implementatio...
ing with credit is permitted. To copy otherwise, to republish, to post on servers, to redistribute t...
In the 1990s the Beowulf project smoothed to way for massively paral-lel computing as access to para...
Research in financial derivatives is one of the important areas in computational finance. The comput...
High-frequency trading has been experiencing an increase of interest both for practical purposes wit...
The famous Black-Scholes formula provided the first mathematically sound mechanism to price financia...