{"id":"https://openalex.org/W2167876850","doi":"https://doi.org/10.1007/978-3-642-11842-5_44","title":"Parallel Computing for Option Pricing Based on the Backward Stochastic Differential Equation","display_name":"Parallel Computing for Option Pricing Based on the Backward Stochastic Differential Equation","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W2167876850","doi":"https://doi.org/10.1007/978-3-642-11842-5_44","mag":"2167876850"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-11842-5_44","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-11842-5_44","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066098784","display_name":"Ying Peng","orcid":"https://orcid.org/0000-0003-4619-5635"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Ying Peng","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University, Jinan, P.R. China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University, Jinan, P.R. China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5079312541","display_name":"Bin Gong","orcid":"https://orcid.org/0000-0001-9820-4762"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bin Gong","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University, Jinan, P.R. China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University, Jinan, P.R. China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5078120522","display_name":"Hui Liu","orcid":"https://orcid.org/0000-0002-2248-7767"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hui Liu","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University, Jinan, P.R. China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University, Jinan, P.R. China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5032744848","display_name":"Yanxin Zhang","orcid":"https://orcid.org/0000-0002-7638-1669"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yanxin Zhang","raw_affiliation_strings":["School of Computer Science and Technology, Shandong University, Jinan, P.R. China"],"affiliations":[{"raw_affiliation_string":"School of Computer Science and Technology, Shandong University, Jinan, P.R. China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5066098784"],"corresponding_institution_ids":["https://openalex.org/I154099455"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":5.6071,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.96993558,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"325","last_page":"330"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9799000024795532,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9767000079154968,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8170623183250427},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6577490568161011},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.6571044921875},{"id":"https://openalex.org/keywords/binomial-options-pricing-model","display_name":"Binomial options pricing model","score":0.608673095703125},{"id":"https://openalex.org/keywords/overhead","display_name":"Overhead (engineering)","score":0.5835375785827637},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.46562689542770386},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4634186327457428},{"id":"https://openalex.org/keywords/block","display_name":"Block (permutation group theory)","score":0.41648396849632263},{"id":"https://openalex.org/keywords/parallel-computing","display_name":"Parallel computing","score":0.40189939737319946},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3810681700706482},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.22701483964920044},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1470579206943512},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.08082661032676697}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8170623183250427},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6577490568161011},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.6571044921875},{"id":"https://openalex.org/C105235620","wikidata":"https://www.wikidata.org/wiki/Q1138253","display_name":"Binomial options pricing model","level":3,"score":0.608673095703125},{"id":"https://openalex.org/C2779960059","wikidata":"https://www.wikidata.org/wiki/Q7113681","display_name":"Overhead (engineering)","level":2,"score":0.5835375785827637},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.46562689542770386},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4634186327457428},{"id":"https://openalex.org/C2777210771","wikidata":"https://www.wikidata.org/wiki/Q4927124","display_name":"Block (permutation group theory)","level":2,"score":0.41648396849632263},{"id":"https://openalex.org/C173608175","wikidata":"https://www.wikidata.org/wiki/Q232661","display_name":"Parallel computing","level":1,"score":0.40189939737319946},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3810681700706482},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22701483964920044},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1470579206943512},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.08082661032676697},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-11842-5_44","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-11842-5_44","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W2045759226","https://openalex.org/W2063877455","https://openalex.org/W2077340560","https://openalex.org/W2077791698","https://openalex.org/W2094571222","https://openalex.org/W2157883119","https://openalex.org/W2165913365","https://openalex.org/W2884622239"],"related_works":["https://openalex.org/W2101966983","https://openalex.org/W1977778540","https://openalex.org/W2840515675","https://openalex.org/W2950427768","https://openalex.org/W105246847","https://openalex.org/W2818693723","https://openalex.org/W1869547514","https://openalex.org/W2523976607","https://openalex.org/W2891680278","https://openalex.org/W2076994700","https://openalex.org/W2165310171","https://openalex.org/W2104238795","https://openalex.org/W2045759226","https://openalex.org/W2032473738","https://openalex.org/W1498830150","https://openalex.org/W1603849743","https://openalex.org/W2033698453","https://openalex.org/W1992192198","https://openalex.org/W2963253550","https://openalex.org/W1540058880"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":5}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
