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"Parallelization and characterization of GARCH option pricing on GPUs."

Ren-Shuo Liu, Yun-Cheng Tsai, Chia-Lin Yang (2010)

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DOI: 10.1109/IISWC.2010.5648864

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Ren-Shuo Liu, Yun-Cheng Tsai, Chia-Lin Yang:
Parallelization and characterization of GARCH option pricing on GPUs. IISWC 2010: 1-10

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