@inproceedings{3cc46bdb034144158a5db0494219dba5,
title = "A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing",
abstract = "In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in computational finance. In this paper, we show a parallel Monte Carlo algorithm for financial derivatives pricing. We show that the parallel Monte Carlo algorithm1 has good speed-up feature by extensive experiments.",
author = "Kim, {Jin Suk} and Byun, {Suk Joon}",
year = "2005",
language = "English",
isbn = "0780393635",
series = "2005 IEEE Congress on Evolutionary Computation, IEEE CEC 2005. Proceedings",
pages = "1040--1044",
booktitle = "2005 IEEE Congress on Evolutionary Computation, IEEE CEC 2005. Proceedings",
note = "2005 IEEE Congress on Evolutionary Computation, IEEE CEC 2005 ; Conference date: 02-09-2005 Through 05-09-2005",
}