Acceleration of option pricing technique on graphics processing units

B Zhang, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)
Original languageEnglish
Pages (from-to)1626-1639
Number of pages14
JournalConcurrency and Computation: Practice & Experience
Volume26
Issue number9
DOIs
Publication statusPublished - 2014

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