"Efficient Monte Carlo-based options pricing on graphics processors and its ..."

Li Liu et al. (2010)

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DOI: 10.1007/S11432-010-3109-7

access: closed

type: Journal Article

metadata version: 2020-03-02

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Li Liu, Youhui Zhang, Li Liu, Guangwen Yang, Weimin Zheng:
Efficient Monte Carlo-based options pricing on graphics processors and its optimizations. Sci. China Inf. Sci. 53(9): 1703-1712 (2010)

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