"Many-core architectures boost the pricing of basket options on adaptive ..."

Alexander Heinecke, Jacob Jepsen, Hans-Joachim Bungartz (2013)

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DOI: 10.1145/2535557.2535560

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Alexander Heinecke, Jacob Jepsen, Hans-Joachim Bungartz:
Many-core architectures boost the pricing of basket options on adaptive sparse grids. WHPCF@SC 2013: 1:1-1:9

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