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"Black-Scholes Option Pricing on Intel CPUs and GPUs: Implementation on ..."

Elena Panova et al. (2022)

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DOI: 10.48550/ARXIV.2204.13740

access: open

type: Informal or Other Publication

metadata version: 2023-03-21

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  - journals/corr/abs-2204-13740
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  - https://dblp.org/rec/journals/corr/abs-2204-13740
Elena Panova, Valentin Volokitin, Anton V. Gorshkov, Iosif B. Meyerov:
Black-Scholes Option Pricing on Intel CPUs and GPUs: Implementation on SYCL and Optimization Techniques. CoRR abs/2204.13740 (2022)

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