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"Pricing barrier and American options under the SABR model on the graphics ..."
Yu Tian et al. (2012)
- Yu Tian, Zili Zhu, Fima C. Klebaner
, Kais Hamza
:
Pricing barrier and American options under the SABR model on the graphics processing unit. Concurr. Comput. Pract. Exp. 24(8): 867-879 (2012)
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