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"Acceleration of option pricing technique on graphics processing units."

Bowen Zhang, Cornelis W. Oosterlee (2014)

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DOI: 10.1002/CPE.2825

access: closed

type: Journal Article

metadata version: 2020-03-02

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  - journals/concurrency/ZhangO14
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  - https://dblp.org/rec/journals/concurrency/ZhangO14
Bowen Zhang, Cornelis W. Oosterlee:
Acceleration of option pricing technique on graphics processing units. Concurr. Comput. Pract. Exp. 26(9): 1626-1639 (2014)

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