Acceleration of option pricing technique on graphics processing units

B Zhang, CW Oosterlee

Research output: Book/Report › Report › Professional

Original language	English
Place of Publication	Delft
Publisher	Delft University of Technology, Faculteit Elektrotechniek, Wiskunde en Informatica
Number of pages	17
Volume	Reports of the Department of Applied Mathematics
Publication status	Published - 2010

Name
Publisher	EWI Dept. Applied Mathematics

ISSN: 1389-6520

Keywords

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title = "Acceleration of option pricing technique on graphics processing units",

keywords = "Wiskunde en Informatica, Techniek, technische Wiskunde en Informatica, departmental working papers, Geen BTA classificatie",

author = "B Zhang and CW Oosterlee",

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year = "2010",

language = "English",

volume = "Reports of the Department of Applied Mathematics",

publisher = "Delft University of Technology, Faculteit Elektrotechniek, Wiskunde en Informatica",

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T1 - Acceleration of option pricing technique on graphics processing units

AU - Zhang, B

AU - Oosterlee, CW

N1 - ISSN: 1389-6520

PY - 2010

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KW - Wiskunde en Informatica

KW - Techniek

KW - technische Wiskunde en Informatica

KW - departmental working papers

KW - Geen BTA classificatie

M3 - Report

VL - Reports of the Department of Applied Mathematics

BT - Acceleration of option pricing technique on graphics processing units

PB - Delft University of Technology, Faculteit Elektrotechniek, Wiskunde en Informatica

CY - Delft

ER -