Accelerating the Least-Squares Monte Carlo Methodwith Parallel Computing
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 102 === This thesis accelerates the popular least-squares Monte Carlo method (LSM) in finance with parallel computing. Several processes are created to solve LSM. Each process solves a smaller version of LSM independently before averaging the values calculated by all t...
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| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56655360426490392952 |