GPU Acceleration of a Basket Option Pricing Engine

Autoria(s): Trainor, Sean; Crookes, Daniel
Data(s)

01/07/2013
Identificador

http://pure.qub.ac.uk/portal/en/publications/gpu-acceleration-of-a-basket-option-pricing-engine(7fe5aa98-112c-477b-8d3b-7fb3f8b45bba).html
Idioma(s)

eng
Direitos

info:eu-repo/semantics/restrictedAccess
Fonte

Trainor , S & Crookes , D 2013 , ' GPU Acceleration of a Basket Option Pricing Engine ' Paper presented at International Conference of Financial Engineering , London , United Kingdom , 08/07/2013 - 11/07/2013 , .
Tipo

conferenceObject
Acesso ao item digital