Option pricing with COS method on graphics processing unit

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific

Original language	Undefined/Unknown
Title of host publication	Proceedings of the 23rd IEEE International Parallel & Distributed Processing Symposium
Editors	Y Yang
Place of Publication	Los Alamitos
Publisher	IEEE/CS
Pages	1-8
Number of pages	8
ISBN (Print)	978-1-4244-3751-1
Publication status	Published - 2009
Event	23rd IEEE International Parallel & Distributed Processing Symposium - Los Alamitos Duration: 25 May 2009 → 29 May 2009

Name
Publisher	IEEE CS

Conference	23rd IEEE International Parallel & Distributed Processing Symposium
Period	25/05/09 → 29/05/09

Keywords

@inproceedings{48f84a65bcdf43309c7d9ba33717d318,

title = "Option pricing with COS method on graphics processing unit",

keywords = "conference contrib. refereed, Conf.proc. > 3 pag",

author = "B Zhang and CW Oosterlee",

year = "2009",

language = "Undefined/Unknown",

isbn = "978-1-4244-3751-1",

publisher = "IEEE/CS",

pages = "1--8",

editor = "Y Yang",

booktitle = "Proceedings of the 23rd IEEE International Parallel & Distributed Processing Symposium",

note = "23rd IEEE International Parallel & Distributed Processing Symposium ; Conference date: 25-05-2009 Through 29-05-2009",

}

TY - GEN

T1 - Option pricing with COS method on graphics processing unit

AU - Zhang, B

AU - Oosterlee, CW

PY - 2009

Y1 - 2009

KW - conference contrib. refereed

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SN - 978-1-4244-3751-1

SP - 1

EP - 8

BT - Proceedings of the 23rd IEEE International Parallel & Distributed Processing Symposium

A2 - Yang, Y

PB - IEEE/CS

CY - Los Alamitos

T2 - 23rd IEEE International Parallel & Distributed Processing Symposium

Y2 - 25 May 2009 through 29 May 2009

ER -