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Option Pricing on the GPU with Backward Stochastic Differential Equation
Release Time:2019-10-22| Hits:

Institution:计算机科学与技术学院
Title of Paper:Option Pricing on the GPU with Backward Stochastic Differential Equation
Journal:2011 4th International Symposium on Parallel Architectures, Algorithms and Programming, PAAP 2011
First Author:彭滢
All the Authors:龚斌,刘辉
Document Code:lw-105128
Volume:0
Issue:0
Page Number:19
Translation or Not:No
Date of Publication:2011-12
Release Time:2019-10-22