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"Option Pricing on the GPU with Backward Stochastic Differential Equation."

Ying Peng et al. (2011)

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DOI: 10.1109/PAAP.2011.12

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
  - conf/paap/PengGLD11
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  persistent URL:
  - https://dblp.org/rec/conf/paap/PengGLD11
Ying Peng, Bin Gong, Hui Liu, Bin Dai:
Option Pricing on the GPU with Backward Stochastic Differential Equation. PAAP 2011: 19-23

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