"A portable and fast stochastic volatility model calibration using multi ..."

Matthew Dixon, Jörg Lotze, Mohammad Zubair (2014)

> Home

Details and statistics

DOI: 10.1109/WHPCF.2014.12

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

- view
  authority control:
- export record
  dblp key:
  - conf/sc/DixonLZ14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/sc/DixonLZ14
Matthew Dixon, Jörg Lotze, Mohammad Zubair:
A portable and fast stochastic volatility model calibration using multi and many-core processors. WHPCF@SC 2014: 23-28

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.