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A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives.
Duy Minh Dang
Christina C. Christara
Kenneth R. Jackson
Published in:
ICCSA (5) (2013)
Keyphrases
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highly efficient
clustering algorithm
real time
data structure
long term
low cost
sufficient conditions
low complexity