Emanouil I. Atanassov, Sofiya Ivanovska. Sensitivity Study of Heston Stochastic Volatility Model Using GPGPU. In Ivan Lirkov, Svetozar Margenov, Jerzy Wasniewski, editors, Large-Scale Scientific Computing - 8th International Conference, LSSC 2011, Sozopol, Bulgaria, June 6-10, 2011, Revised Selected Papers. Volume 7116 of Lecture Notes in Computer Science, pages 439-446, Springer, 2011. [doi]
@inproceedings{AtanassovI11,
title = {Sensitivity Study of Heston Stochastic Volatility Model Using GPGPU},
author = {Emanouil I. Atanassov and Sofiya Ivanovska},
year = {2011},
doi = {10.1007/978-3-642-29843-1_49},
url = {http://dx.doi.org/10.1007/978-3-642-29843-1_49},
researchr = {https://researchr.org/publication/AtanassovI11},
cites = {0},
citedby = {0},
pages = {439-446},
booktitle = {Large-Scale Scientific Computing - 8th International Conference, LSSC 2011, Sozopol, Bulgaria, June 6-10, 2011, Revised Selected Papers},
editor = {Ivan Lirkov and Svetozar Margenov and Jerzy Wasniewski},
volume = {7116},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-642-29842-4},
}