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Parallel simulation of high-dimensional American option pricing based on CPU versus MIC.
Yonghong Hu
Qiang Li
Zongyan Cao
Jue Wang
Published in:
Concurr. Comput. Pract. Exp. (2015)
Keyphrases
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option pricing
high dimensional
stock price
similarity search
black scholes
capital budgeting
high dimensional data
neural network
long term
multi objective
probabilistic inference
graphics processing units
black scholes model