Tomasz Zastawniak

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• 2011

  Parallel Binomial Valuation of American Options with Proportional Transaction Costs

  Roux, A., Zastawniak, T. & Zhang, N., 2011, Advanced Parallel Processing Technologies: 9th International Symposium, APPT 2011, Shanghai, China, September 26-27, 2011. Proceedings. Temam, O., Yew, P.-C. & Zang, B. (eds.). Springer, Vol. 6965/2011. p. 88-97 10 p. (Lecture Notes in Computer Science; vol. 6965, no. 2011).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution