Parallelizing Tree Traversals for Binomial Option Pricing
Quantitative finance analysts and software developers often need to develop efficient software implementations of pricing models, hedging tools, and other financial algorithms in order to support their research. Some of the most commonly used quantitative analysis tools include binomial trees, which...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2022
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| Online Access: | https://hdl.handle.net/1721.1/144876 |