Towards a portable accelerated asset path simulator for derivatives pricing
This thesis details the development of a portable parallel financial derivative pricing tool. The software tool developed allows the specification of a wide range of financial derivatives, within the bounds of a general model developed from a general mathematical formula for stochastic asset paths o...
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Queen's University Belfast
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.676603 |