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Black-Scholes Option Pricing on Intel CPUs and GPUs: Implementation on SYCL and Optimization Techniques.
Elena Panova
Valentin Volokitin
Anton V. Gorshkov
Iosif B. Meyerov
Published in:
CoRR (2022)
Keyphrases
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option pricing
black scholes
single instruction multiple data
graphics processing units
stock price
decision analysis
numerical methods
financial markets
stock exchange
fuzzy numbers
capital budgeting
non stationary
real option
stock market
knowledge discovery
black scholes model
message passing