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"Black-Scholes Option Pricing on Intel CPUs and GPUs: Implementation on ..."
Elena Panova et al. (2022)
- Elena Panova, Valentin Volokitin, Anton V. Gorshkov, Iosif B. Meyerov:
Black-Scholes Option Pricing on Intel CPUs and GPUs: Implementation on SYCL and Optimization Techniques. CoRR abs/2204.13740 (2022)
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