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Shuffle up and deal: accelerating GPGPU Monte Carlo simulation with application to option pricing.

Aurelien CassagnesYu ChenHirotada Ohashi
Published in: Concurr. Comput. Pract. Exp. (2015)
Keyphrases
  • monte carlo simulation
  • option pricing
  • markov chain
  • monte carlo
  • machine learning
  • artificial intelligence
  • long term
  • short term