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Used together with:
price (2)
black (2)
option (2)
limit (1)
fpga (1)

Stem schole$ (all stems)

2 papers:

DATEDATE-2012-ChatziparaskevasBP #difference #finite #parallel #using
An FPGA-based parallel processor for Black-Scholes option pricing using finite differences schemes (GC, AB, IP), pp. 709–714.
STOCSTOC-2012-AbernethyFW
Minimax option pricing meets black-scholes in the limit (JA, RMF, AW), pp. 1029–1040.
Bibliography of Software Language Engineering in Generated Hypertext (BibSLEIGH) is created and maintained by Dr. Vadim Zaytsev.
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