GPU Acceleration for Computational Finance

DOI10.1142/9789811202391_0039zbMATH Open1454.91360OpenAlexW3080996493MaRDI QIDQ5139447

Chuan-Hsiang Han

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0039

zbMATH Keywords

parallel computingMatlabimplied volatilityhigh frequency dataGPUcomputational finance

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Financial markets (91G15)

Uses Software

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