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"Highly efficient parallel algorithms for solving the Bates PIDE for ..."

Abhijit Ghosh, Chittaranjan Mishra (2021)

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DOI: 10.1016/J.AMC.2021.126411

access: closed

type: Journal Article

metadata version: 2022-04-09

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Abhijit Ghosh, Chittaranjan Mishra:
Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU. Appl. Math. Comput. 409: 126411 (2021)

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