Matthew Dixon, Mohammad Zubair. Calibration of stochastic volatility models on a multi-core CPU cluster. In Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013. pages 6, ACM, 2013. [doi]
@inproceedings{DixonZ13,
title = {Calibration of stochastic volatility models on a multi-core CPU cluster},
author = {Matthew Dixon and Mohammad Zubair},
year = {2013},
doi = {10.1145/2535557.2535565},
url = {http://doi.acm.org/10.1145/2535557.2535565},
researchr = {https://researchr.org/publication/DixonZ13},
cites = {0},
citedby = {0},
pages = {6},
booktitle = {Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, co-located with SC13, Denver, CO, USA, November 17-22, 2013},
publisher = {ACM},
isbn = {978-1-4503-2507-3},
}