@inproceedings{nan:hal-01551371,
  TITLE = {{Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model}},
  AUTHOR = {Nan, Zhang and Man, Ka Lok and Lim, Eng Gee},
  URL = {https://inria.hal.science/hal-01551371},
  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 = {472-481},
  YEAR = {2012},
  MONTH = Sep,
  DOI = {10.1007/978-3-642-35606-3\_56},
  KEYWORDS = {Parallel computing ; Bermudan swaption pricing ; LIBOR market model ; Monte Carlo simulation},
  PDF = {https://inria.hal.science/hal-01551371/file/978-3-642-35606-3_56_Chapter.pdf},
  HAL_ID = {hal-01551371},
  HAL_VERSION = {v1},
}