✦ LIBER ✦
An efficient graphics processing unit-based parallel algorithm for pricing multi-asset American options
✍ Scribed by Duy Minh Dang; Christina C. Christara; Kenneth R. Jackson
- Book ID
- 112068901
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 240 KB
- Volume
- 24
- Category
- Article
- ISSN
- 1532-0626
- DOI
- 10.1002/cpe.1784
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