"Parallel option pricing with Fourier space time-stepping method on ..."

Vladimir Surkov (2010)

> Home

Details and statistics

DOI: 10.1016/J.PARCO.2010.02.006

access: closed

type: Journal Article

metadata version: 2020-02-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/pc/Surkov10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/pc/Surkov10
Vladimir Surkov:
Parallel option pricing with Fourier space time-stepping method on graphics processing units. Parallel Comput. 36(7): 372-380 (2010)

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.