Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing
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Publication:1425028
DOI10.1023/A:1024464001273zbMath1045.65503MaRDI QIDQ1425028
Ruppa K. Thulasiram, Parimala Thulasiraman
Publication date: 15 March 2004
Published in: The Journal of Supercomputing (Search for Journal in Brave)
Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for discrete and fast Fourier transforms (65T50) Complexity and performance of numerical algorithms (65Y20)
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