Performance of GPU for Pricing Financial Derivatives: Convertible Bonds

Yuh-Dauh Lyuu, Kuo-Wei Wen, Yi-Chun Wu. Performance of GPU for Pricing Financial Derivatives: Convertible Bonds. J. Inf. Sci. Eng., 30(1):141-155, 2014. [doi]

Authors

Yuh-Dauh Lyuu

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Kuo-Wei Wen

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Yi-Chun Wu

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