Bowen Zhang, Cornelis W. Oosterlee. Option pricing with COS method on graphics processing units. In 23rd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2009, Rome, Italy, May 23-29, 2009. pages 1-8, IEEE, 2009. [doi]
@inproceedings{ZhangO09-2,
title = {Option pricing with COS method on graphics processing units},
author = {Bowen Zhang and Cornelis W. Oosterlee},
year = {2009},
doi = {10.1109/IPDPS.2009.5161148},
url = {http://dx.doi.org/10.1109/IPDPS.2009.5161148},
researchr = {https://researchr.org/publication/ZhangO09-2},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {23rd IEEE International Symposium on Parallel and Distributed Processing, IPDPS 2009, Rome, Italy, May 23-29, 2009},
publisher = {IEEE},
}