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"Highly efficient parallel algorithms for solving the Bates PIDE for ..."
Abhijit Ghosh, Chittaranjan Mishra (2021)
- Abhijit Ghosh, Chittaranjan Mishra:
Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU. Appl. Math. Comput. 409: 126411 (2021)
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