Option pricing with COS method on graphics processing unit

B Zhang, CW Oosterlee

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

10 Citations (Scopus)
Original languageUndefined/Unknown
Title of host publicationProceedings of the 23rd IEEE International Parallel & Distributed Processing Symposium
EditorsY Yang
Place of PublicationLos Alamitos
PublisherIEEE/CS
Pages1-8
Number of pages8
ISBN (Print)978-1-4244-3751-1
Publication statusPublished - 2009
Event23rd IEEE International Parallel & Distributed Processing Symposium - Los Alamitos
Duration: 25 May 200929 May 2009

Publication series

Name
PublisherIEEE CS

Conference

Conference23rd IEEE International Parallel & Distributed Processing Symposium
Period25/05/0929/05/09

Keywords

  • conference contrib. refereed
  • Conf.proc. > 3 pag

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