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

Release time:2019-10-24|Hits:

Affiliation of Author(s):计算机科学与技术学院

Journal:HPC China 2014

All the Authors:Weiguo Liu

First Author:刘卫国

Document Code:lw-166517

Number of Words:3000

Translation or Not:no

Date of Publication:2014-11-07