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Bowen Zhang
Publication Activity (10 Years)
Years Active: 2009-2014
Publications (10 Years): 0
Top Topics
Efficient Implementation
Black Scholes Model
Option Pricing
Stock Price
Top Venues
SIAM J. Financial Math.
Concurr. Comput. Pract. Exp.
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Publications
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Bowen Zhang
,
Cornelis W. Oosterlee
Acceleration of option pricing technique on graphics processing units.
Concurr. Comput. Pract. Exp.
26 (9) (2014)
Bowen Zhang
,
Cornelis W. Oosterlee
Efficient Pricing of European-Style Asian Options under Exponential Lévy Processes Based on Fourier Cosine Expansions.
SIAM J. Financial Math.
4 (1) (2013)
Bowen Zhang
,
Cornelis W. Oosterlee
Option pricing with COS method on graphics processing units.
IPDPS
(2009)