"An efficient graphics processing unit-based parallel algorithm for pricing ..."

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson (2012)

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DOI: 10.1002/CPE.1784

access: closed

type: Journal Article

metadata version: 2020-03-02

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  - https://dblp.org/rec/journals/concurrency/DangCJ12
Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson:
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options. Concurr. Comput. Pract. Exp. 24(8): 849-866 (2012)

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