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"Many-core architectures boost the pricing of basket options on adaptive ..."
Alexander Heinecke, Jacob Jepsen, Hans-Joachim Bungartz (2013)
- Alexander Heinecke, Jacob Jepsen, Hans-Joachim Bungartz:
Many-core architectures boost the pricing of basket options on adaptive sparse grids. WHPCF@SC 2013: 1:1-1:9
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