"Graphics processing unit pricing of exotic cross-currency interest rate ..."

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson (2014)

> Home

Details and statistics

DOI: 10.1002/CPE.2824

access: closed

type: Journal Article

metadata version: 2020-03-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/concurrency/DangCJ14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/concurrency/DangCJ14
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson:
Graphics processing unit pricing of exotic cross-currency interest rate derivatives with a foreign exchange volatility skew model. Concurr. Comput. Pract. Exp. 26(9): 1609-1625 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.