
Browsing by Subject Bates model
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| Issue Date | Title | Author(s) |
|---|---|---|
| 17-Jul-2021 | Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU | Ghosh, A.; Mishra, C. |

| Issue Date | Title | Author(s) |
|---|---|---|
| 17-Jul-2021 | Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU | Ghosh, A.; Mishra, C. |