{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,30]],"date-time":"2024-10-30T02:08:38Z","timestamp":1730254118399,"version":"3.28.0"},"reference-count":13,"publisher":"IEEE Comput. Soc","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1109\/icppw.2002.1039745","type":"proceedings-article","created":{"date-parts":[[2003,6,25]],"date-time":"2003-06-25T23:34:26Z","timestamp":1056584066000},"page":"306-313","source":"Crossref","is-referenced-by-count":7,"title":["Performance evaluation of parallel algorithms for pricing multidimensional financial derivatives"],"prefix":"10.1109","author":[{"given":"R.K.","family":"Thulasiram","sequence":"first","affiliation":[]},{"given":"D.A.","family":"Dondarenko","sequence":"additional","affiliation":[]}],"member":"263","reference":[{"key":"ref10","article-title":"A Multithreaded Parallel Algorithm for Pricing American Securities","author":"thulasiram","year":"2000","journal-title":"Proceedings (CD-RoM) of the International Conference on Computational Finance 2000"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/IPDPS.2001.924950"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511812545"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-8191(99)00083-6"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(79)90015-1"},{"key":"ref3","article-title":"Option pricing algorithms for the cray t3d super-computer","author":"clark","year":"1998","journal-title":"Proc First National Conference on Computational and Quantitative Finance"},{"key":"ref6","first-page":"77","article-title":"Portfolio selection","volume":"7","author":"harry","year":"1952","journal-title":"Journal of Finance"},{"journal-title":"Dynamic Asset Pricing Theory","year":"1996","author":"duffie","key":"ref5"},{"journal-title":"Options Futures and Print Derivatives","year":"1997","author":"hull","key":"ref8"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1109\/5992.919267"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"journal-title":"Supercomputing in Economics A New Field of Research? High Performance Computing","year":"1989","author":"amman","key":"ref1"},{"key":"ref9","first-page":"193","article-title":"Portable parallel portfolio optimization in the aurora financial management system","author":"laure","year":"2001","journal-title":"Proceedings (Vol 4528 of the SPIE International Symposium on Commercial Applications of High Performance Computing"}],"event":{"name":"International Conference on Parallel Processing Workshop","acronym":"ICPPW-02","location":"Vancouver, BC, Canada"},"container-title":["Proceedings. International Conference on Parallel Processing Workshop"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/8062\/22290\/01039745.pdf?arnumber=1039745","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,3,10]],"date-time":"2017-03-10T16:18:55Z","timestamp":1489162735000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/1039745\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"references-count":13,"URL":"https:\/\/doi.org\/10.1109\/icppw.2002.1039745","relation":{},"subject":[]}}