Kanniainen, Juho; Piche, Robert; Mikkonen, Tommi - In: International Journal of Electronic Finance 3 (2009) 3, pp. 270-283
This paper compares two distributed computing environments when used to price financial contingent claims with Monte Carlo methods: a PC grid and a scientific computing Linux cluster. The paper also investigates the performances for different distributing strategies. On the basis of our...
