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"A GPU accelerated hybrid lattice-grid algorithm for options pricing."

Joan O. Omeru, David Thomas (2014)

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DOI: 10.1109/HPCSIM.2014.6903765

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-25

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Joan O. Omeru, David Thomas:
A GPU accelerated hybrid lattice-grid algorithm for options pricing. HPCS 2014: 758-765

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