Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CUDA / rank | |||
Normal rank | |||
Revision as of 05:57, 29 February 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
