Acceleration of option pricing technique on graphics processing units

Journal Article (2014)

Author(s)

B Zhang (TU Delft - Numerical Analysis)

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

Research Group

Numerical Analysis

DOI related publication

https://doi.org/10.1002/cpe.2825

To reference this document use:

More Info

expand_more

Publication Year

2014

Language

English

Research Group

Numerical Analysis

Issue number

9

Volume number

26

Pages (from-to)

1626-1639

No files available

Metadata only record. There are no files for this record.