Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs (Q2227432)
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| Language | Label | Description | Also known as |
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| English | Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs |
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Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs (English)
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15 February 2021
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parallel simulated annealing
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SABR volatility model
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calibration
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GPUs
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CUDA
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