Pages that link to "Item:Q991129"
From MaRDI portal
The following pages link to Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129):
Displaying 6 items.
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- Accelerating the Fourier split operator method via graphics processing units (Q1943057) (← links)
- Parallel solution of American option derivatives on GPU clusters (Q2629425) (← links)
- GPU acceleration of the stochastic grid bundling method for early-exercise options (Q2804499) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
- Computational Science and Its Applications – ICCSA 2004 (Q5901305) (← links)