"Option pricing with COS method on graphics processing units."

Bowen Zhang, Cornelis W. Oosterlee (2009)

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DOI: 10.1109/IPDPS.2009.5161148

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Bowen Zhang, Cornelis W. Oosterlee:
Option pricing with COS method on graphics processing units. IPDPS 2009: 1-8

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