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"Parallel option pricing on GPU: barrier options and realized variance options."

Lorella Fatone et al. (2012)

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DOI: 10.1007/S11227-012-0813-7

access: closed

type: Journal Article

metadata version: 2020-05-22

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  - journals/tjs/FatoneGMRZ12
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  - https://dblp.org/rec/journals/tjs/FatoneGMRZ12
Lorella Fatone, Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli:
Parallel option pricing on GPU: barrier options and realized variance options. J. Supercomput. 62(3): 1480-1501 (2012)

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