Acceleration of option pricing technique on graphics processing units.
Bowen ZhangCornelis W. OosterleePublished in: Concurr. Comput. Pract. Exp. (2014)
Keyphrases
- option pricing
- graphics processing units
- general purpose
- stock price
- black scholes
- parallel processing
- decision analysis
- parallel computing
- parallel implementation
- real time
- computing systems
- massively parallel
- real option
- high performance computing
- efficient implementation
- black scholes model
- floating point
- parallel machines
- stock market
- scheduling problem
- data analysis
- computational complexity
- information systems