"Calibration of stochastic volatility models on a multi-core CPU cluster."

Matthew Dixon, Mohammad Zubair (2013)

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DOI: 10.1145/2535557.2535565

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Matthew Dixon, Mohammad Zubair:
Calibration of stochastic volatility models on a multi-core CPU cluster. WHPCF@SC 2013: 6:1-6:7

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