Efficient implementation of the Heston model using GPGPU (Q5501576)
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scientific article; zbMATH DE number 6469921
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient implementation of the Heston model using GPGPU |
scientific article; zbMATH DE number 6469921 |
Statements
4 August 2015
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option pricing
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low-discrepancy sequences
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GPGPU computing
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0.8580800294876099
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0.7723284959793091
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0.76479572057724
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0.7600963115692139
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0.7533041834831238
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