Financial Derivatives Modeling Using GPU s

Myungho Lee, Chin Hong Chun, Sugwon Hong. Financial Derivatives Modeling Using GPU s. In Keqiu Li, Geyong Min, Yongxin Zhu, Meikang Qiu, Wenyu Qu, editors, International Conference on Scalable Computing and Communications / Eighth International Conference on Embedded Computing, ScalCom-EmbeddedCom 2009, Dalian, China, September 25-27, 2009. pages 440-445, IEEE Computer Society, 2009. [doi]

Abstract

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