Mapping of option pricing algorithms onto heterogeneous...

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Mapping of option pricing algorithms onto heterogeneous many-core architectures

Zhang, Shuai, Wang, Zhao, Peng, Ying, Schmidt, Bertil, Liu, Weiguo
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Language:
english
Journal:
The Journal of Supercomputing
DOI:
10.1007/s11227-017-1968-z
Date:
January, 2017
File:
PDF, 727 KB
english, 2017
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