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"A portable, extensible and fast stochastic volatility model calibration ..."

Matthew Dixon, Jörg Lotze, Mohammad Zubair (2016)

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DOI: 10.1002/CPE.3727

access: closed

type: Journal Article

metadata version: 2020-03-02

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  - https://dblp.org/rec/journals/concurrency/DixonLZ16
Matthew Dixon, Jörg Lotze, Mohammad Zubair:
A portable, extensible and fast stochastic volatility model calibration using multi and many-core processors. Concurr. Comput. Pract. Exp. 28(3): 866-877 (2016)

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