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"Parallel solution of American option derivatives on GPU clusters."

Lilia Ziane Khodja et al. (2013)

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DOI: 10.1016/J.CAMWA.2013.03.010

access: open

type: Journal Article

metadata version: 2021-02-11

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  - journals/cma/KhodjaMCBS13
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  - https://dblp.org/rec/journals/cma/KhodjaMCBS13
Lilia Ziane Khodja, Ming Chau, Raphaël Couturier, Jacques M. Bahi, Pierre Spitéri:
Parallel solution of American option derivatives on GPU clusters. Comput. Math. Appl. 65(11): 1830-1848 (2013)

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