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BibTeX record conf/sc/FaticaP13
@inproceedings{DBLP:conf/sc/FaticaP13, author = {Massimiliano Fatica and Everett H. Phillips}, title = {Pricing American options with least squares Monte Carlo on GPUs}, booktitle = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013}, pages = {5:1--5:6}, publisher = {{ACM}}, year = {2013}, url = {https://doi.org/10.1145/2535557.2535564}, doi = {10.1145/2535557.2535564}, timestamp = {Tue, 06 Nov 2018 16:59:29 +0100}, biburl = {https://dblp.org/rec/conf/sc/FaticaP13.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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