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Option Pricing on the GPU.

Steven SolomonRuppa K. ThulasiramParimala Thulasiraman
Published in: HPCC (2010)
Keyphrases
  • option pricing
  • stock price
  • black scholes
  • decision analysis
  • real option
  • black scholes model
  • capital budgeting
  • state space
  • case based reasoning
  • non stationary