hal-00773740

title_s

Pricing derivatives on graphics processing units using Monte Carlo simulation

auteur

Lokman A. Abbas-Turki, Stéphane Vialle, Bernard Lapeyre, Patrick Mercier

journal

Concurrency and Computation: Practice and Experience

volume

26

numero

9

pages

1679-1697

doi

10.1002/cpe.2862

fichier_autre

https://api.istex.fr/ark:/67375/WNG-G0QGF1Q0-H/fulltext.pdf?sid=hal

origine_autre

istex

annee

2014