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"Accelerating Asian option pricing on many-core architectures."

Shuo Li, James Lin (2016)

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DOI: 10.1002/CPE.3725

access: closed

type: Journal Article

metadata version: 2020-03-02

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Shuo Li, James Lin:
Accelerating Asian option pricing on many-core architectures. Concurr. Comput. Pract. Exp. 28(3): 848-865 (2016)

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