"Efficient Asian option pricing with CUDA."

Artur Yuzhanin et al. (2015)

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DOI: 10.1109/HPCSIM.2015.7237103

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-15

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Artur Yuzhanin, Ivan Gankevich, Eduard Stepanov, Vladimir Korkhov:
Efficient Asian option pricing with CUDA. HPCS 2015: 623-628

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