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1 Ergebnisse
1
GPU option pricing:
, In:
Proceedings of the 8th Workshop on High Performance Computational Finance
,
Suo, Simon
;
Zhu, Ruiming
;
Attridge, Ryan
. - p. 1-6 , 2015
Link:
https://dl.acm.org/doi/10.1145/2830556.2830564
RT T1
Proceedings of the 8th Workshop on High Performance Computational Finance
: T1
GPU option pricing
UL https://suche.suub.uni-bremen.de/peid=acm-2830564&Exemplar=1&LAN=DE A1 Suo, Simon A1 Zhu, Ruiming A1 Attridge, Ryan A1 Wan, Justin PB ACM YR 2015 K1 CUDA K1 GPU K1 OpenCL K1 option pricing K1 Computing methodologies K1 Parallel computing methodologies K1 Parallel algorithms K1 Theory of computation K1 Design and analysis of algorithms K1 Modeling and simulation K1 Simulation types and techniques K1 Mathematics of computing K1 Mathematical software SP 1 OP 6 LK http://dx.doi.org/https://dl.acm.org/doi/10.1145/2830556.2830564 DO https://dl.acm.org/doi/10.1145/2830556.2830564 SF ELIB - SuUB Bremen
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