Matthew Dixon, Jörg Lotze, Mohammad Zubair. A portable and fast stochastic volatility model calibration using multi and many-core processors. In David Daly, Matthew Dixon, José E. Moreira, editors, Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014. pages 23-28, IEEE, 2014. [doi]
@inproceedings{DixonLZ14,
title = {A portable and fast stochastic volatility model calibration using multi and many-core processors},
author = {Matthew Dixon and Jörg Lotze and Mohammad Zubair},
year = {2014},
doi = {10.1109/WHPCF.2014.12},
url = {http://dx.doi.org/10.1109/WHPCF.2014.12},
researchr = {https://researchr.org/publication/DixonLZ14},
cites = {0},
citedby = {0},
pages = {23-28},
booktitle = {Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014},
editor = {David Daly and Matthew Dixon and José E. Moreira},
publisher = {IEEE},
isbn = {978-1-4799-7027-8},
}