"Fast American basket option pricing on a multi-GPU cluster."

Michael Benguigui, Françoise Baude (2014)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2015-01-20

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Michael Benguigui, Françoise Baude:
Fast American basket option pricing on a multi-GPU cluster. SpringSim (HPS) 2014: 10

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