Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (Q1425028): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing |
scientific article |
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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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