Acceleration of option pricing technique on graphics processing units

Report (2010)

Author(s)

B Zhang (TU Delft - Numerical Analysis)

C.W. Oosterlee (TU Delft - Numerical Analysis)

Research Group

Numerical Analysis

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Publication Year

2010

Language

English

Research Group

Numerical Analysis

Bibliographical Note

ISSN: 1389-6520@en

Volume number

Reports of the Department of Applied Mathematics

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