Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (Q1425028)

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Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing
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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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