Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (Q1425028): 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: EARTH--MANNA / rank | |||
Normal rank | |||
Revision as of 07:19, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing |
scientific article |
Statements
Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (English)
0 references
15 March 2004
0 references
options pricing
0 references
fast Fourier transform
0 references
algorithms
0 references
multithreading
0 references
performance
0 references
