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"Parallel option pricing with Fourier Space Time-stepping method on ..."

Vladimir Surkov (2008)

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DOI: 10.1109/IPDPS.2008.4536452

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  persistent URL:
  - https://dblp.org/rec/conf/ipps/Surkov08
Vladimir Surkov:
Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units. IPDPS 2008: 1-7

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