Publication: Pricing Multi-Asset American Options on Graphics Processing Units Using a PDE Approach
All || By Area || By Year| Title | Pricing Multi-Asset American Options on Graphics Processing Units Using a PDE Approach | Authors/Editors* | D. M. Dang, C. C. Christara and K. R. Jackson |
|---|---|
| Where published* | Proceedings of The Third Workshop on High Performance Computational Finance |
| How published* | Proceedings |
| Year* | 2010 |
| Volume | |
| Number | |
| Pages | 8 |
| Publisher | |
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