[IEEE 2011 Fourth International Symposium on Parallel Architectures, Algorithms and Programming (PAAP) - Tianjin, China (2011.12.9-2011.12.11)] 2011 Fourth International Symposium on Parallel Architectures, Algorithms and Programming - Option Pricing on the GPU with Backward Stochastic Differential Equation

✍ Scribed by Peng, Ying; Gong, Bin; Liu, Hui; Dai, Bin

• Book ID: 118071176
• Publisher: IEEE
• Year: 2011
• Weight: 375 KB
• Volume: 0
• Category: Article
• ISBN: 1457718081
• DOI: 10.1109/paap.2011.12