Treffer: Towards parallel and distributed computing on GPU for American basket option pricing

Title:
Towards parallel and distributed computing on GPU for American basket option pricing
Source:
4th IEEE International Conference on Cloud Computing Technology and Science Proceedings Cloud Computing Technology and Science (CloudCom), 2012 IEEE 4th International Conference on. :723-728 Dec, 2012
Relation:
2012 IEEE 4th International Conference on Cloud Computing Technology and Science (CloudCom)
Database:
IEEE Xplore Digital Library