Option pricing with COS method on graphics processing unit

Zhang, B.; Oosterlee, Kees

Option pricing with COS method on graphics processing unit

Conference paper (2009)

Authors

B. Zhang Numerical Analysis

Kees Oosterlee Numerical Analysis

Research Group

Numerical Analysis

To reference this document use:

http://resolver.tudelft.nl/uuid:48f84a65-bcdf-4330-9c7d-9ba33717d318

More Info

expand_more

Published Date

2009

Language

Undefined/Unknown

Reuse Rights

Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.

Research Group

Numerical Analysis

No files available

Metadata only record. There are no files for this conference paper.