Parallelization and characterization of GARCH option pricing on GPUs.
Ren-Shuo LiuYun-Cheng TsaiChia-Lin YangPublished in: IISWC (2010)
Keyphrases
- option pricing
- stock price
- parallel processing
- black scholes
- multi core systems
- decision analysis
- exchange rate
- black scholes model
- real option
- historical data
- shared memory
- parallel programming
- capital budgeting
- stock market
- decision support system
- stock exchange
- evolutionary algorithm
- association rules
- computational complexity
- neural network