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A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs.
Ana Maria Ferreiro-Ferreiro
José Antonio García-Rodríguez
Luis A. Souto
Carlos Vázquez
Published in:
Math. Comput. Simul. (2020)
Keyphrases
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parallel implementation
probabilistic model
computational model
computer vision
mathematical model
computer systems
high level
graphical models
fine grained
camera calibration
parallel algorithm