Browsing M.S. Theses by Author "Sak, Halis."

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  • Sak, Halis. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2003., 2003.)
    We discuss the use of parallel computing in Asian option pricing and evaluate the efficiency of various algorithms. We only focus on "backward-starting fixed strike" continuously averaged Asian options. We implement a ...

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