Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (Q1425028): Difference between revisions

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Latest revision as of 03:18, 5 March 2024

scientific article
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Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing
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    Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (English)
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    15 March 2004
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    options pricing
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    fast Fourier transform
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    algorithms
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    multithreading
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    performance
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