Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (Q1425028)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing |
scientific article; zbMATH DE number 2057632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing |
scientific article; zbMATH DE number 2057632 |
Statements
Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (English)
0 references
15 March 2004
0 references
options pricing
0 references
fast Fourier transform
0 references
algorithms
0 references
multithreading
0 references
performance
0 references
