Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129): Difference between revisions

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Revision as of 21:49, 19 March 2024

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Parallel option pricing with Fourier space time-stepping method on graphics processing units
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    Parallel option pricing with Fourier space time-stepping method on graphics processing units (English)
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    2 September 2010
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    option pricing
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    exponential Lévy process
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    Fourier space time-stepping method
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    fast Fourier transform
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    graphics processing unit
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    parallel computing
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