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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Bibliographic Details
Main Authors: Ching-Wen Chen, 陳鏡文
Other Authors: Yuh-Dauh Lyuu
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/56655360426490392952

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