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Vladimir Surkov
Publication Activity (10 Years)
Years Active: 2007-2011
Publications (10 Years): 0
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Publications
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Sebastian Jaimungal
,
Vladimir Surkov
Lévy-Based Cross-Commodity Models and Derivative Valuation.
SIAM J. Financial Math.
2 (1) (2011)
Vladimir Surkov
Parallel option pricing with Fourier space time-stepping method on graphics processing units.
Parallel Comput.
36 (7) (2010)
Vladimir Surkov
Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units.
IPDPS
(2008)
Kenneth R. Jackson
,
Sebastian Jaimungal
,
Vladimir Surkov
Option Valuation using Fourier Space Time Stepping
CoRR
(2007)