"Pricing derivatives on graphics processing units using Monte Carlo simulation."

Lokman A. Abbas-Turki et al. (2014)

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DOI: 10.1002/CPE.2862

access: closed

type: Journal Article

metadata version: 2020-03-02

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Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick P. Mercier:
Pricing derivatives on graphics processing units using Monte Carlo simulation. Concurr. Comput. Pract. Exp. 26(9): 1679-1697 (2014)

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