Paper Publications
Parallel Algorithm for BSDEs Based High Dimensional American Option Pricing on the GPU
2014-02-03 Hits:
Affiliation of Author(s):计算机科学与技术学院
Journal:Journal of Computational Information Systems 10: 2 (2014) 763–771
All the Authors:pengying,liuhui,yangshuzhen,gongbin
First Author:pengying
Indexed by:Applied Research
Document Code:lw-164395
Translation or Not:no
Date of Publication:2014-02-03
Date of Publication:2014-02-03
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