Acceleration of option pricing technique on graphics processing units

Research output: Contribution to journal › Article › Scientific › peer-review

5 Citations (Scopus)

Original language	English
Pages (from-to)	1626-1639
Number of pages	14
Journal	Concurrency and Computation: Practice & Experience
Volume	26
Issue number	9
DOIs	https://doi.org/10.1002/cpe.2825
Publication status	Published - 2014

Access to Document

@article{d6d6f6565cdf4dc3aac4fcae01d3776b,

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

author = "B Zhang and CW Oosterlee",

year = "2014",

doi = "10.1002/cpe.2825",

language = "English",

volume = "26",

pages = "1626--1639",

journal = "Concurrency and Computation: Practice & Experience",

issn = "1532-0626",

publisher = "John Wiley & Sons",

number = "9",

}