Title
Parallel implementation of option pricing methods on multiple GPUs.
Year
Venue
Keywords
2012
MIPRO
computational modeling,pricing,financial management,halton sequences,monte carlo methods,sobol sequences,quasi monte carlo method,stochastic process,stochastic processes,mathematical model,sequences
Field
DocType
Citations 
Halton sequence,Stochastic volatility,Mathematical optimization,Monte Carlo method,Monte Carlo methods for option pricing,Valuation of options,Computer science,Quasi-Monte Carlo method,Stochastic modelling,Sobol sequence
Conference
1
PageRank 
References 
Authors
0.39
3
3
Name
Order
Citations
PageRank
Emanouil I. Atanassov16114.50
Sofiya Ivanovska2257.84
Dimitar Dimitrov337649.21