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"Option Pricing on the GPU with Backward Stochastic Differential Equation."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Ying Peng et al. (2011)

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DOI: 10.1109/PAAP.2011.12

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Ying Peng, Bin Gong, Hui Liu, Bin Dai:
Option Pricing on the GPU with Backward Stochastic Differential Equation. PAAP 2011: 19-23

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last updated on 2023-03-24 00:04 CET by the dblp team

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