@inproceedings{nan:hal-01551362,
  TITLE = {{Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options}},
  AUTHOR = {Nan, Zhang and Man, Ka Lok},
  URL = {https://inria.hal.science/hal-01551362},
  NOTE = {Part 12: DATICS},
  BOOKTITLE = {{9th International Conference on Network and Parallel Computing (NPC)}},
  ADDRESS = {Gwangju, South Korea},
  EDITOR = {James J. Park and Albert Zomaya and Sang-Soo Yeo and Sartaj Sahni},
  PUBLISHER = {{Springer}},
  SERIES = {Network and Parallel Computing},
  VOLUME = {LNCS-7513},
  PAGES = {453-462},
  YEAR = {2012},
  MONTH = Sep,
  DOI = {10.1007/978-3-642-35606-3\_54},
  KEYWORDS = {Parallel computing ; option pricing ; multi-asset Bermudan options ; Monte Carlo simulation},
  PDF = {https://inria.hal.science/hal-01551362/file/978-3-642-35606-3_54_Chapter.pdf},
  HAL_ID = {hal-01551362},
  HAL_VERSION = {v1},
}