杨淑振
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Paper Publications
Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU
Release Time:2019-10-22| Hits:
Institution:计算机科学与技术学院
Title of Paper:Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU
Journal:Journal of Computational Information Systems 10: 2 (2014) 763–771
First Author:彭滢
All the Authors:刘辉,杨淑振,龚斌
Document Code:lw-164395
Translation or Not:No
Date of Publication:2014-02
Release Time:2019-10-22
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