Browsing by Subject Bates model
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Issue Date | Title | Author(s) |
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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. |