Álvaro
Leitao Rodríguez
Investigador Programa Ramón y Cajal
José Germán
López Salas
Profesor Axudante Doutor
Publications by the researcher in collaboration with José Germán López Salas (1)
2013
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Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs
Mathematics and Computers in Simulation, Vol. 94, pp. 55-75