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Parallel Computing in Finance for Estimating Risk-Neutral Densities Through Option Prices
AuthID
P-00X-JMH
2
Author(s)
Monteiro, AM
·
Santos, AAF
Document Type
Article
Year published
2023
Published
in
JOURNAL OF PARALLEL AND DISTRIBUTED COMPUTING,
ISSN: 0743-7315
Volume: 173, Pages: 61-69 (9)
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Scopus
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Publication Identifiers
DOI
:
10.1016/j.jpdc.2022.11.010
Scopus
: 2-s2.0-85142901989
Wos
: WOS:000891766200005
Source Identifiers
ISSN
: 0743-7315
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