José Antonio
García Rodríguez
Profesor Titular de Universidad
Universidad Autónoma de Madrid
Madrid, EspañaPublicaciones en colaboración con investigadores/as de Universidad Autónoma de Madrid (2)
2018
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GPU parallel implementation for asset-liability management in insurance companies
Journal of Computational Science, Vol. 24, pp. 232-254
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