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BLACKSCHOLES MODEL

  • Fat-tailed distribution

    • Probability distribution with high skewness or kurtosis

    Black-Scholes Model, Stochastic Processes and Advanced Mathematical Finance 2009 http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BlackScholes

    Fat-tailed distribution

    Fat-tailed_distribution

  • Princeton Application Repository for Shared-Memory Computers

    • Type of computer benchmarking tool

    is available in version 2.1, which includes the following workloads: Blackscholes Bodytrack Canneal Dedup Facesim Ferret Fluidanimate Freqmine Raytrace

    Princeton Application Repository for Shared-Memory Computers

    Princeton_Application_Repository_for_Shared-Memory_Computers

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