Thesis Topic : Parallel Algorithm for Pricing American Asian Option

Publications: Journals and Conferences

*. Kai Huang and Ruppa K. Thulasiram, "Parallel Algorithm for Pricing American Asian Options with Multi-Dimensional Assets", Proc. (CD-RoM) 19th Intl. Symp. High Performance Computing Systems and Applications (HPCS), Guelph, ON, Canada, pp.177-185, May 2005. abstract



Technical Memos and Notes

Research results are written initially as technical reports. They may be submitted for external publications.

Working Papers

If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram