{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,1]],"date-time":"2022-04-01T03:12:11Z","timestamp":1648782731916},"reference-count":41,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2008,3,21]],"date-time":"2008-03-21T00:00:00Z","timestamp":1206057600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J Supercomput"],"published-print":{"date-parts":[[2009,2]]},"DOI":"10.1007\/s11227-008-0182-4","type":"journal-article","created":{"date-parts":[[2008,3,20]],"date-time":"2008-03-20T16:41:34Z","timestamp":1206031294000},"page":"146-170","source":"Crossref","is-referenced-by-count":1,"title":["A software architecture framework for on-line option pricing"],"prefix":"10.1007","volume":"47","author":[{"given":"Kiran","family":"Kola","sequence":"first","affiliation":[]},{"given":"Ruppa K.","family":"Thulasiram","sequence":"additional","affiliation":[]},{"given":"Parimala","family":"Thulasiraman","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2008,3,21]]},"reference":[{"key":"182_CR1","volume-title":"Options, futures and other derivatives","author":"JC Hull","year":"2002","unstructured":"Hull JC (2002) Options, futures and other derivatives, 5th edn. Prentice Hall, Englewood Cliffs","edition":"5"},{"issue":"3","key":"182_CR2","first-page":"185","volume":"7","author":"U Varshney","year":"2002","unstructured":"Varshney U, Vetter RJ (2002) Mobile commerce: framework, applications and networking support. MONET 7(3):185\u2013198","journal-title":"MONET"},{"issue":"3","key":"182_CR3","doi-asserted-by":"crossref","first-page":"236","DOI":"10.1145\/857166.857169","volume":"3","author":"U Varshney","year":"2003","unstructured":"Varshney U (2003) Location management for mobile commerce applications in wireless internet environment. ACM Trans Internet Technol 3(3):236\u2013255","journal-title":"ACM Trans Internet Technol"},{"key":"182_CR4","doi-asserted-by":"crossref","unstructured":"Lyytinen K (2001) Mobile commerce: a new frontier for E-business. In: Proc 34th annual Hawaii international conference on system sciences, vol 9, January 2001, p 3509","DOI":"10.1109\/HICSS.2001.927206"},{"key":"182_CR5","volume-title":"M-commerce: technologies, services, and business models","author":"N Sadeh","year":"2002","unstructured":"Sadeh N (2002) M-commerce: technologies, services, and business models. Wiley, New York"},{"key":"182_CR6","unstructured":"Sheshagiri M, Sadeh N, Gandon F (2004) Using semantic web services for context-aware mobile applications. MobiSys 2004 workshop on context awareness, Boston, June 2004"},{"key":"182_CR7","first-page":"597","volume-title":"Proceedings of the 7th international conference on electronic commerce, Xi\u2019an, China","author":"S Sun","year":"2005","unstructured":"Sun S, Su C, Ju T (2005) A study of consumer value-added services in mobile commerce: focusing on domestic cellular phone companies in Taiwan, China. In: Proceedings of the 7th international conference on electronic commerce, Xi\u2019an, China, vol 113. Assoc Comput Mach, New York, pp 597\u2013606"},{"key":"182_CR8","volume-title":"Mobile commerce and wireless computing systems","author":"E Geoffrey","year":"2004","unstructured":"Geoffrey E, Phillips N (2004) Mobile commerce and wireless computing systems, 1st edn. Addison-Wesley, Reading","edition":"1"},{"issue":"2","key":"182_CR9","doi-asserted-by":"crossref","first-page":"37","DOI":"10.1145\/507515.507521","volume":"3","author":"H Kargupta","year":"2002","unstructured":"Kargupta H, Park B, Pittie S, Liu L, Kushraj D, Sarkar K (2002) Mobimine: monitoring the stock market from a PDA. ACM SIGKDD Explor 3(2):37\u201346","journal-title":"ACM SIGKDD Explor"},{"key":"182_CR10","unstructured":"Ajenstat J, Jones P (2004) Virtual decision making for stock market trading as a network of cooperating autonomous agents. In: Proceedings (CD-ROM) 37th annual Hawaii international conference on system sciences, Big Island, Hawaii, January 2004"},{"key":"182_CR11","unstructured":"Roche J (2002) Mobile trading comes of age. In: United Nations conference on trade and development, September 2002"},{"key":"182_CR12","unstructured":"Roche J (1999) The global trading village, mutual benefits for the international online trading community and developing countries. In: United Nations conference on trade and development, April 1999"},{"key":"182_CR13","unstructured":"Roche J (2000) WEB to WAP: for a real start of the new millennium. United Nations conference on trade and development, October 2000"},{"key":"182_CR14","unstructured":"FinTools (2000) Options calculator. http:\/\/www.fintools.com , Montgomery Investment Technology, March 2000"},{"key":"182_CR15","unstructured":"Windale Technologies (2005) Option pricing analysis X software. http:\/\/windale.com\/optionsx.php3 , June 2005"},{"key":"182_CR16","unstructured":"FIS Group (2003) Option calculator. www.fis-group.com"},{"key":"182_CR17","unstructured":"CommSec (2003) Keep up the market, wherever you are. CommSec. http:\/\/www.satisfac.com.au\/convCommSecsharetrading.htm , September 2003"},{"key":"182_CR18","unstructured":"QuoTrek (2003) Real time on-line data. http:\/\/www.quotrek.com\/default.asp , February 2003"},{"key":"182_CR19","unstructured":"Microsoft mobile solution partner, pit trader work wirelessly with pockets PCs and solution from PhatWare. Leapfrog Technologies, Mobility Partner Council, San Diego, CA, 2003"},{"key":"182_CR20","unstructured":"Web A (2004) The tools of the trade. Incisive Media Investments Limited, Hedge Fund Review, London"},{"key":"182_CR21","unstructured":"Chang E, Cheng K (2003) Stock options to complement stock trading. Technical report, Hong Kong Exchanges Clearing Limited\u2014Educational Article, No\u00a018, October 2003"},{"key":"182_CR22","unstructured":"Thinkorswim Inc (2006) Stock option trading: online brokerage services. http:\/\/www.thinkorswim.com\/tos\/displayPage.tos?webpage=softwareLobby , March 2006"},{"key":"182_CR23","unstructured":"Kola K, Thulasiram RK (2005) UNNATI: ubiquitous option pricing\u2014a finance application framework. In: Proceedings of the 13th international conference on advanced computing and communications, Coimbatore, India, December 2005, pp 191\u2013198"},{"key":"182_CR24","unstructured":"Chhabra A, Thulasiraman P, Thulasiram RK (2004) Distributed computing with CORBA and multithreading with Java OpenMP on NoCs: a framework for CFD. In: Proceedings (CD-ROM) 12th international conference on advanced computing and communications, Ahmedabad, India, December 2004"},{"key":"182_CR25","series-title":"Lecture notes in computer science","doi-asserted-by":"crossref","first-page":"1246","DOI":"10.1007\/11549468_136","volume-title":"Proceedings of European parallel computing conference","author":"S Barua","year":"2005","unstructured":"Barua S, Thulasiram RK, Thulasiraman P (2005) High performance computing for a financial application using fast Fourier transform. In: Proceedings of European parallel computing conference (EuroPar 2005), Lisbon, Portugal. Lecture notes in computer science, vol 3648. Springer, Berlin, pp\u00a01246\u20131253"},{"key":"182_CR26","unstructured":"Rahmail S, Shiller I, Thulasiram RK (2004) Different estimators of the underlying asset\u2019s volatility and option pricing errors: parallel Monte Carlo simulation. In: Proceedings international conference on computational finance and its applications, Bologna, Italy, April 2004, pp 121\u2013131"},{"key":"182_CR27","doi-asserted-by":"crossref","unstructured":"Thulasiram R, Litov L, Nojumi H, Downing C, Gao G (2001) Multithreaded algorithms for pricing a class of complex options. In: Proceedings (CD-ROM) of the IEEE\/ACM international parallel and distributed processing symposium, April 2001","DOI":"10.1109\/IPDPS.2001.924950"},{"key":"182_CR28","volume-title":"J2ME in a nutshell","author":"R Eckstein","year":"2002","unstructured":"Eckstein R, Topley K (2002) J2ME in a nutshell. O\u2019Reilly, Paris"},{"key":"182_CR29","volume-title":"Mobile and wireless design essentials","author":"M Mallick","year":"2003","unstructured":"Mallick M (2003) Mobile and wireless design essentials. Wiley, New York"},{"key":"182_CR30","unstructured":"White J (2001) An introduction to Java 2 Micro edition (J2ME); Java in small things. In: Proceedings of the 23rd international conference on software engineering, Toronto, Ontario, Canada, pp 724\u2013725"},{"issue":"5","key":"182_CR31","doi-asserted-by":"crossref","first-page":"23","DOI":"10.1145\/312683.312697","volume":"6","author":"N Kaisa","year":"1999","unstructured":"Kaisa N, Mattila V, Ruuska S (1999) Design: designing mobile phones and communicators for consumer needs at Nokia. Interactions 6(5):23\u201326","journal-title":"Interactions"},{"issue":"1","key":"182_CR32","doi-asserted-by":"crossref","first-page":"13","DOI":"10.1016\/S1084-8045(03)00030-4","volume":"27","author":"W Itani","year":"2004","unstructured":"Itani W, Kayssi A (2004) J2ME application-layer end-to-end security form-commerce. J Netw Comput Appl 27(1):13\u201332","journal-title":"J Netw Comput Appl"},{"key":"182_CR33","volume-title":"Computational fluid mechanics and heat transfer","author":"JC Tannehill","year":"1997","unstructured":"Tannehill JC, Anderson DA, Pletcher RH (1997) Computational fluid mechanics and heat transfer, 2nd edn. Routledge, London","edition":"2"},{"issue":"5\/6","key":"182_CR34","doi-asserted-by":"crossref","first-page":"311","DOI":"10.1504\/IJHPCN.2006.013486","volume":"4","author":"RK Thulasiram","year":"2006","unstructured":"Thulasiram RK, Zhen C, Chhabra A, Thulasiraman P, Gumel A (2006) A second order L 0 stable algorithm for evaluating European options. Int J High Perform Comput Networking 4(5\/6):311\u2013320","journal-title":"Int J High Perform Comput Networking"},{"key":"182_CR35","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511812545","volume-title":"The mathematics of financial derivatives","author":"P Wilmott","year":"1995","unstructured":"Wilmott P, Howison S, Dewyenne J (1995) The mathematics of financial derivatives. Cambridge University Press, Cambridge"},{"key":"182_CR36","volume-title":"Pricing financial instruments: the finite difference method","author":"D Tavalla","year":"2000","unstructured":"Tavalla D, Randall C (2000) Pricing financial instruments: the finite difference method. Wiley, New York"},{"key":"182_CR37","unstructured":"Thulasiram RK, Downing CT, Gao GR (2000) A multithreaded parallel algorithm for pricing American securities. In: Proceedings (CD-ROM) of the international conference on computational finance, London, England, June 2000"},{"key":"182_CR38","volume-title":"Dynamic asset pricing theory","author":"D Duffie","year":"1996","unstructured":"Duffie D (1996) Dynamic asset pricing theory. Princeton University Press, Princeton"},{"issue":"3","key":"182_CR39","doi-asserted-by":"crossref","first-page":"54","DOI":"10.1109\/5992.919267","volume":"3","author":"MB Haugh","year":"2001","unstructured":"Haugh MB, Lo AW (2001) Computational challenges in portfolio management-tomorrow\u2019s hardest problem. Comput Sci Eng 3(3):54\u201359","journal-title":"Comput Sci Eng"},{"key":"182_CR40","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F Black","year":"1973","unstructured":"Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81:637\u2013654","journal-title":"J Polit Econ"},{"key":"182_CR41","doi-asserted-by":"crossref","first-page":"229","DOI":"10.1016\/0304-405X(79)90015-1","volume":"7","author":"JC Cox","year":"1979","unstructured":"Cox JC, Ross SA, Rubinstein M (1979) Options pricing: a simplified approach. J Financ Econ 7:229\u2013263","journal-title":"J Financ Econ"}],"container-title":["The Journal of Supercomputing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11227-008-0182-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11227-008-0182-4\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11227-008-0182-4","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,1]],"date-time":"2019-06-01T10:23:56Z","timestamp":1559384636000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11227-008-0182-4"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,3,21]]},"references-count":41,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2009,2]]}},"alternative-id":["182"],"URL":"https:\/\/doi.org\/10.1007\/s11227-008-0182-4","relation":{},"ISSN":["0920-8542","1573-0484"],"issn-type":[{"value":"0920-8542","type":"print"},{"value":"1573-0484","type":"electronic"}],"subject":[],"published":{"date-parts":[[2008,3,21]]}}}