Efficient Asian option pricing with CUDA

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research

Department of Computer Modelling and Multiprocessor Systems

DOI

https://doi.org/10.1109/HPCSim.2015.7237103
Other version

A. Yuzhanin
I. Gankevich
E. Stepanov
V. Korkhov

Original language	English
Title of host publication	Proceedings of International Conference on High Performance Computing Simulation (HPCS), 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	623-628
ISBN (Print)	9781467378123
DOIs	https://doi.org/10.1109/HPCSim.2015.7237103
State	Published - 2015

Research areas

Arrays, Graphics processing units, Instruction sets, Kernel, Mathematical model, Pricing, Random variables

ID: 3943855

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Efficient Asian option pricing with CUDA

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