Luis Souto
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Person:1998125
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs Applied Mathematics and Computation | 2019-11-29 | Paper |
Research outcomes over time
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