Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.parco.2010.02.006 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.PARCO.2010.02.006 / rank | |||
Normal rank | |||
Latest revision as of 11:34, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parallel option pricing with Fourier space time-stepping method on graphics processing units |
scientific article |
Statements
Parallel option pricing with Fourier space time-stepping method on graphics processing units (English)
0 references
2 September 2010
0 references
option pricing
0 references
exponential Lévy process
0 references
Fourier space time-stepping method
0 references
fast Fourier transform
0 references
graphics processing unit
0 references
parallel computing
0 references
0 references
0 references
0 references
