Pages that link to "Item:Q5119105"
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The following pages link to A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs (Q5119105):
Displaying 4 items.
- Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
- Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs (Q2227432) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)