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Heterogeneous Computation of Rainbow Option prices using Fourier cosine Series Expansion under a mixed CPU-GPU Computation Framework.

Aurelien CassagnesYu ChenHirotada Ohashi
Published in: Intell. Syst. Account. Finance Manag. (2014)
Keyphrases
  • series expansion
  • basis functions
  • high quality
  • small number
  • super resolution
  • single image
  • heterogeneous computing