"Parallel computing in finance for estimating risk-neutral densities ..."

Ana M. Monteiro, António A. F. Santos (2023)

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DOI: 10.1016/J.JPDC.2022.11.010

access: open

type: Journal Article

metadata version: 2023-05-13

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Ana M. Monteiro, António A. F. Santos:
Parallel computing in finance for estimating risk-neutral densities through option prices. J. Parallel Distributed Comput. 173: 61-69 (2023)

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