GPU acceleration of the stochastic grid bundling method for early-exercise options

  1. Leitao, Á.
  2. Oosterlee, C.W.
Journal:
International Journal of Computer Mathematics

ISSN: 1029-0265,  0020-7160

Year of publication: 2015

Volume: 92

Issue: 12

Pages: 2433-2454

Type: Article

DOI: 10.1080/00207160.2015.1067689 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus