Sensitivity study of Heston stochastic volatility model using GPGPU (Q2896435)
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scientific article; zbMATH DE number 6056214
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| English | Sensitivity study of Heston stochastic volatility model using GPGPU |
scientific article; zbMATH DE number 6056214 |
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Sensitivity Study of Heston Stochastic Volatility Model Using GPGPU (English)
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16 July 2012
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0.8580800294876099
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0.773375391960144
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0.763031005859375
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0.7269294261932373
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0.7251909971237183
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