Parallel Monte Carlo Option Pricing Algorithms on Hybrid Heterogeneous Many-Core Architectures

Release time:2019-04-14|Hits:

Affiliation of Author(s):计算机科学与技术学院

Journal:HPC China 2014

First Author:刘卫国

Indexed by:Unit Twenty Basic Research

Document Code:lw-166517

Translation or Not:no

Date of Publication:2014-11-07