Pages that link to "Item:Q2244180"
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The following pages link to Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180):
Displaying 5 items.
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- Parallel solution of American option derivatives on GPU clusters (Q2629425) (← links)
- A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE (Q4997346) (← links)
