"A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing ..."

Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson (2013)

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DOI: 10.1007/978-3-642-39640-3_8

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Duy Minh Dang, Christina C. Christara, Kenneth R. Jackson:
A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives. ICCSA (5) 2013: 107-126

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