Performance of GPU for Pricing Financial Derivatives: Convertible Bonds.

Yuh-Dauh Lyuu Kuo-Wei Wen Yi-Chun Wu

Published in: J. Inf. Sci. Eng. (2014)

Keyphrases

convertible bonds
financial crisis
credit risk
financial data
pricing model
early warning
black scholes
game theory
stock price
stock market
financial markets
exchange rate
option pricing
real option
stock exchange
sustainable development
decision making
theoretical analysis
market prices
risk analysis
color images